Zobrazeno 1 - 10
of 36
pro vyhledávání: '"Shangmei Zhao"'
Publikováno v:
Frontiers in Psychology, Vol 13 (2022)
Credit distribution is uneven in the domestic financial market since it is relatively easy for listed companies, mainly state-owned enterprises, to obtain banks’ funds. Unbalanced credit distribution has caused some listed companies to participate
Externí odkaz:
https://doaj.org/article/f08e903b3d434fe496fdca4cc581df90
Publikováno v:
The Singapore Economic Review. 67:1421-1446
This paper analyzes the effects of the household savings rate, interest rate spread and bank capital to total assets on the relationship between banks’ risk-taking and explicit deposit insurance coverage while controlling for certain macroeconomic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6682a2d8376023b8a8a35ad843ea0590
https://doi.org/10.1142/s0217590822500266
https://doi.org/10.1142/s0217590822500266
Publikováno v:
Applied Economics. 53:2974-2992
Econometricians construct panel logit-based early warning systems (EWSs) as the primary predictive tool to prevent incoming systemic banking crises. Considering the actual scenario of systemic bank...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::412477537f91ff60da57c336006a5910
https://doi.org/10.1080/00036846.2020.1870657
https://doi.org/10.1080/00036846.2020.1870657
Publikováno v:
Journal of Systems Science and Complexity. 32:1404-1425
Entropy balancing is introduced to assess the deposit insurance design characteristics in this paper. Applying an extensive duration data including 141 countries from 1960 to 2015, the authors employ the entropy balancing method to simulate the data
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5232975f71528dd3475395473e1be254
https://doi.org/10.1007/s11424-019-7419-6
https://doi.org/10.1007/s11424-019-7419-6
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 520:161-177
This paper studies the systemic risk of China’s stock market during crashes in 2008 and 2015 using the 5-minute intraday transaction data. The results show that liquidity contracted significantly after the downtrend. The systemic risk was magnified
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb07ace5eff9b80af02da1bd1c628416
https://doi.org/10.1016/j.physa.2019.01.006
https://doi.org/10.1016/j.physa.2019.01.006
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 513:620-634
We simulate the asset pricing in the framework of information networks when the number of agents is constant and tends to infinity. When the number of agents is a constant, we find that a higher risk aversion coefficient, a lower information uncertai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81c9b178b2945d43f1ce1a457752060d
https://doi.org/10.1016/j.physa.2018.09.024
https://doi.org/10.1016/j.physa.2018.09.024
Publikováno v:
SSRN Electronic Journal.
This paper utilizes China’s interbank deposit system under COVID-19 to examine how interbank network changes with considerable uncertainty surrounding exogenous shock. We investigate the interbank network in China by specifying the core-periphery p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::744301d9d9d3f13d7d88363358a755b0
https://doi.org/10.2139/ssrn.3948986
https://doi.org/10.2139/ssrn.3948986
Publikováno v:
Finance Research Letters. 46:102483
This paper studies the multi-asset pricing problem in the stock market with holding-based networks. We derive a linear noisy rational expectation equilibrium (LNREE) in the network, construct holding-based networks and test the LNREE’s efficiency i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::61f0a5066569af90dfa006d9ce8f3aeb
https://doi.org/10.1016/j.frl.2021.102483
https://doi.org/10.1016/j.frl.2021.102483
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 509:611-619
Security analysts’ research reports are important information resources in financial markets. To investigate the relationship between information connection among analysts and earnings forecasting performance, we construct an information transmissi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7db5d7ffcc4ed66fe4e296f7eaabc586
https://doi.org/10.1016/j.physa.2018.06.093
https://doi.org/10.1016/j.physa.2018.06.093
Publikováno v:
Prague Economic Papers. 27:588-605
On a comprehensive duration data set covering 189 countries from 1960 to 2015, we employ a Heckman two-step selection model to investigate determinants of deposit insurance coverage. We find that macroeconomic status, bank structure and regulatory, p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ac0f00c17e1bac9816e6ee247f65976
https://doi.org/10.18267/j.pep.676
https://doi.org/10.18267/j.pep.676