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Policy uncertainty and bank systemic risk : a perspective of risk decomposition

Fang, Yi; Wang, Yanru; Wang, Qi; Zhao, Yang - 2022

This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and robust evidence that policy uncertainty is...

Persistent link: https://www.econbiz.de/10013403649

Economic policy uncertainty and bank systemic risk : a perspective of risk decomposition

Fang, Yi; Wang, Yanru; Wang, Qi; Zhao, Yang - 2022

Persistent link: https://www.econbiz.de/10013404472

Forecasting corporate default risk in China

Zhang, Xuan; Zhao, Yang; Yao, Xiao - In: International journal of forecasting 38 (2022) 3, pp. 1054-1070

Persistent link: https://www.econbiz.de/10013349641

Natural disasters and CSR : evidence from China

He, Zhongda; Guo, Biao; Shi, Yukun; Zhao, Yang - In: Pacific-Basin finance journal 73 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013389102

Assessing word-of-mouth reputation of influencers on B2C live streaming platforms : the role of the characteristics of information source

Wang, Lin; Wang, Zhihua; Wang, Xiaoying; Zhao, Yang - In: Asia Pacific journal of marketing and logistics 34 (2022) 7, pp. 1544-1570

Persistent link: https://www.econbiz.de/10013391115

Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013534113

Overcoming spatial stratification of fintech inclusion : inferences from across Chinese provinces to guide policy makers

Zhao, Yang; Goodell, John W.; Dong, Qingli; Wang, Yong; … - In: International review of financial analysis 84 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013472893

A key driver for the mixed relationship between loan risk premiums and collateral : evidence from China

Zhang, Xuan; Zhang, Yongmin; Scheffel, Eric; Zhao, Yang - In: International review of financial analysis 83 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013454999

A nonlinear dynamic approach to cash flow forecasting

Pang, Yang; Shi, Shimeng; Shi, Yukun; Zhao, Yang - In: Review of quantitative finance and accounting 59 (2022) 1, pp. 205-237

Persistent link: https://www.econbiz.de/10013459272

Dynamic asymmetric dependence and portfolio management in cryptocurrency markets

Li, Danyang; Shi, Yukun; Xu, Liao; Xu, Yahua; Zhao, Yang - In: Finance research letters 48 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013462904