Tag: Finance
U.S. policy easings strengthened the dollar during the Great Recession
Why the dollar strengthened when the Fed signaled economic weakness
Unweighted HJM setting supports yield-curve modeling with negative yields
Improving yield curve modeling by removing arbitrary weighting assumptions
European banking crisis spread to Argentina through bank branches
How Europe's 1931 banking collapse destabilized Argentina's financial system
Network-level model detects systemic credit risk earlier
Early detection of systemic risks in lending networks through graph analysis
Sports tokens showed spillover risk in connected markets
Risk spillover patterns among sports tokens and equities during market stress
Parent support was selective during the 2007–2009 crisis
How banks allocated capital within conglomerates during the financial crisis
RNN-based distortion models improved CAT bond pricing
Neural network approach to pricing catastrophe bonds using distortion operators
Inflation weakens the sovereign-bank doom loop
How public debt and monetary expansion interact to affect bank stability
Supply chain shocks raise macro-financial downside risk
Supply chain disruptions and their role in financial system instability
Capital account openness shows an inverted U-shape in growth
How much capital market openness benefits developing economies
