Copertina

General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Kikuchi, Tatsuru
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Econometrics General Finance Risk Management Applications Methodology
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector
di: Kikuchi, Tatsuru
Pubblicazione: (2026)

Nonparametric Identification of Spatial Treatment Effect Boundaries: Evidence from Bank Branch Consolidation
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
di: Caporin, Massimiliano, et al.
Pubblicazione: (2026)

Spatial and Temporal Boundaries in Difference-in-Differences: A Framework from Navier-Stokes Equation
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Emergent Dynamical Spatial Boundaries in Emergency Medical Services: A Navier-Stokes Framework from First Principles
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Dynamic Spatial Treatment Effects as Continuous Functionals: Theory and Evidence from Healthcare Access
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Nonparametric Identification and Estimation of Spatial Treatment Effect Boundaries: Evidence from 42 Million Pollution Observations
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
di: Wang, Haibo
Pubblicazione: (2025)

Sequential Audit Sampling with Statistical Guarantees
di: Kato, Masahiro, et al.
Pubblicazione: (2026)

Dynamic Spatial Treatment Effect Boundaries: A Continuous Functional Framework from Navier-Stokes Equations
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Dual-Channel Technology Diffusion: Spatial Decay and Network Contagion in Supply Chain Networks
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
di: Wang, Haibo, et al.
Pubblicazione: (2026)

Spectral Dynamics and Regularization for High-Dimensional Copulas
di: Gubbels, Koos B., et al.
Pubblicazione: (2026)

Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021)
di: Liao, Yun, et al.
Pubblicazione: (2023)

Spot Regressions with Candlesticks
di: Simsek, Yasin
Pubblicazione: (2025)

Systemic Risk Surveillance
di: Dimitriadis, Timo, et al.
Pubblicazione: (2026)

Principal Component Copulas for Capital Modelling and Systemic Risk
di: Gubbels, K. B., et al.
Pubblicazione: (2023)

Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
di: Chęć, Katarzyna, et al.
Pubblicazione: (2025)

Stochastic Boundaries in Spatial General Equilibrium: A Diffusion-Based Approach to Causal Inference with Spillover Effects
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector
di: Wang, Haibo, et al.
Pubblicazione: (2025)

Dynamic CoVaR Modeling and Estimation
di: Dimitriadis, Timo, et al.
Pubblicazione: (2022)

Statistical Inference for Score Decompositions
di: Dimitriadis, Timo, et al.
Pubblicazione: (2026)

Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
di: Kikuchi, Tatsuru
Pubblicazione: (2026)

Distributional regression for seasonal data: an application to river flows
di: Perreault, Samuel, et al.
Pubblicazione: (2025)

When AAA Satisfies Nothing: Impossibility Theorems for Structured Credit Ratings
di: Pollanen, Marco
Pubblicazione: (2026)

Tail Risk Analysis for Financial Time Series
di: Kiriliouk, Anna, et al.
Pubblicazione: (2024)

A nonparametric test for rough volatility
di: Chong, Carsten H., et al.
Pubblicazione: (2024)

On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks
di: Lütkebohmert, Eva, et al.
Pubblicazione: (2023)

High-Throughput Asset Pricing
di: Chen, Andrew Y., et al.
Pubblicazione: (2023)

A General CoVaR Based on Entropy Pooling
di: Xu, Yuhong, et al.
Pubblicazione: (2025)

Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework
di: Botha, Arno, et al.
Pubblicazione: (2025)

Exploring different subtypes of recurrent event Cox-regression models in modelling lifetime default risk: A tutorial
di: Botha, Arno, et al.
Pubblicazione: (2025)

Statistical Validation of Contagion Centrality in Financial Networks
di: Sadeghi, Agathe, et al.
Pubblicazione: (2024)

The TruEnd-procedure: Treating trailing zero-valued balances in credit data
di: Botha, Arno, et al.
Pubblicazione: (2024)

Defining and comparing SICR-events for classifying impaired loans under IFRS 9
di: Botha, Arno, et al.
Pubblicazione: (2023)

LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling
di: Uniejewski, Bartosz, et al.
Pubblicazione: (2022)

Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
di: Maciejowska, Katarzyna, et al.
Pubblicazione: (2023)