Saved in:
| Main Author: | Kikuchi, Tatsuru |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2602.02607 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
by: Kikuchi, Tatsuru
Published: (2026)
by: Kikuchi, Tatsuru
Published: (2026)
General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
by: Wang, Haibo, et al.
Published: (2026)
by: Wang, Haibo, et al.
Published: (2026)
Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities
by: Ghossoub, Mario, et al.
Published: (2024)
by: Ghossoub, Mario, et al.
Published: (2024)
Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
by: Wang, Haibo
Published: (2025)
by: Wang, Haibo
Published: (2025)
Stackelberg Equilibria in Monopoly Insurance Markets with Probability Weighting
by: Andraos, Maria, et al.
Published: (2026)
by: Andraos, Maria, et al.
Published: (2026)
Time-Varying Volatility of Bank Betas
by: Brigida, Matt
Published: (2025)
by: Brigida, Matt
Published: (2025)
Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
Generalized Beta Prime Distribution: Stochastic Model of Economic Exchange and Properties of Inequality Indices
by: Moghaddam, M. Dashti, et al.
Published: (2019)
by: Moghaddam, M. Dashti, et al.
Published: (2019)
Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review
by: Aufiero, Sabrina, et al.
Published: (2025)
by: Aufiero, Sabrina, et al.
Published: (2025)
Strategic Preemption Under Shared Catastrophic Risk: The Suicide Region and the Race to Artificial General Intelligence
by: Tan, David
Published: (2025)
by: Tan, David
Published: (2025)
Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021)
by: Liao, Yun, et al.
Published: (2023)
by: Liao, Yun, et al.
Published: (2023)
A General Theory of Risk Sharing
by: Melnikov, Vasily
Published: (2025)
by: Melnikov, Vasily
Published: (2025)
Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
by: Kikuchi, Tatsuru
Published: (2024)
by: Kikuchi, Tatsuru
Published: (2024)
Nonparametric Identification of Spatial Treatment Effect Boundaries: Evidence from Bank Branch Consolidation
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
Risk Quantification and Allocation Methods for Practitioners
by: Belles-Sampera, Jaume, et al.
Published: (2021)
by: Belles-Sampera, Jaume, et al.
Published: (2021)
HSBC 1950 to 2025: Conquering the world from British Hong Kong and London
by: Mantzaris, Christopher, et al.
Published: (2025)
by: Mantzaris, Christopher, et al.
Published: (2025)
HSBC until 1950: From its colonial cradle past the World Wars
by: Mantzaris, Christopher, et al.
Published: (2025)
by: Mantzaris, Christopher, et al.
Published: (2025)
Modeling the impact of Climate transition on real estate prices
by: Sopgoui, Lionel
Published: (2024)
by: Sopgoui, Lionel
Published: (2024)
Optimal Risk Sharing Without Preference Convexity: An Aggregate Convexity Approach
by: Melnikov, Vasily
Published: (2025)
by: Melnikov, Vasily
Published: (2025)
Sovereign Debt Default and Climate Risk
by: Barucci, Emilio, et al.
Published: (2025)
by: Barucci, Emilio, et al.
Published: (2025)
Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
by: Chęć, Katarzyna, et al.
Published: (2025)
by: Chęć, Katarzyna, et al.
Published: (2025)
Treatment Effects with Correlated Spillovers: Bridging Discrete and Continuous Methods
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
Propagation of a carbon price in a credit portfolio through macroeconomic factors
by: Bouveret, Géraldine, et al.
Published: (2023)
by: Bouveret, Géraldine, et al.
Published: (2023)
Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting
by: Zimmermann, Monika, et al.
Published: (2024)
by: Zimmermann, Monika, et al.
Published: (2024)
Credit Scores: Performance and Equity
by: Albanesi, Stefania, et al.
Published: (2024)
by: Albanesi, Stefania, et al.
Published: (2024)
A nonparametric test for rough volatility
by: Chong, Carsten H., et al.
Published: (2024)
by: Chong, Carsten H., et al.
Published: (2024)
Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
by: Caporin, Massimiliano, et al.
Published: (2026)
by: Caporin, Massimiliano, et al.
Published: (2026)
Dynamic Spatial Treatment Effect Boundaries: A Continuous Functional Framework from Navier-Stokes Equations
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
Dual-Channel Technology Diffusion: Spatial Decay and Network Contagion in Supply Chain Networks
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
Nonparametric Identification and Estimation of Spatial Treatment Effect Boundaries: Evidence from 42 Million Pollution Observations
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
Dynamic Spatial Treatment Effects as Continuous Functionals: Theory and Evidence from Healthcare Access
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks
by: Lütkebohmert, Eva, et al.
Published: (2023)
by: Lütkebohmert, Eva, et al.
Published: (2023)
Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
by: Olkhov, Victor
Published: (2023)
by: Olkhov, Victor
Published: (2023)
To VaR, or Not to VaR, That is the Question
by: Olkhov, Victor
Published: (2021)
by: Olkhov, Victor
Published: (2021)
Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
Vote Delegation in DeFi Governance
by: Bongaerts, Dion, et al.
Published: (2025)
by: Bongaerts, Dion, et al.
Published: (2025)
Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
by: Deng, Qi, et al.
Published: (2023)
by: Deng, Qi, et al.
Published: (2023)
Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure
by: Chen, Zhi, et al.
Published: (2025)
by: Chen, Zhi, et al.
Published: (2025)
Sequential Audit Sampling with Statistical Guarantees
by: Kato, Masahiro, et al.
Published: (2026)
by: Kato, Masahiro, et al.
Published: (2026)
Similar Items
-
Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
by: Kikuchi, Tatsuru
Published: (2026) -
General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks
by: Kikuchi, Tatsuru
Published: (2025) -
Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
by: Wang, Haibo, et al.
Published: (2026) -
Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities
by: Ghossoub, Mario, et al.
Published: (2024) -
Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
by: Wang, Haibo
Published: (2025)