The financial stress index: Identification of systemic risk conditions

MV Oet, JM Dooley, SJ Ong - Risks, 2015 - mdpi.com
This paper develops a financial stress measure for the United States, the Cleveland
Financial Stress Index (CFSI). The index is based on publicly available data describing a six …

The threshold effect of market sentiment and inflation expectations on gold price

X Huang, F Jia, X Xu - Resources Policy, 2019 - Elsevier
Although it is theoretically well established that market sentiment and inflation expectations
influence gold price, limited research considers whether such effects vary depending upon …

Do venture capital firms benefit from a presence on boards of directors of mature public companies?

I Hasan, A Khurshed, A Mohamed, F Wang - Journal of corporate finance, 2018 - Elsevier
This paper examines the benefits to venture capital firms of their officers holding
directorships in mature public companies in terms of fundraising and investment …

Индекс финансового стресса для России: новые подходы

МИ Столбов - Экономический журнал Высшей школы экономики, 2019 - cyberleninka.ru
В работе предложен индекс финансового стресса для России за период с марта 2008
г. по март 2018 г. При его построении использовались 12 апробированных и в …

A continuous differentiable wavelet shrinkage function for economic data denoising

F He, X He - Computational Economics, 2019 - Springer
In economic (financial) time series analysis, prediction plays an important role and the
inclusion of noise in the time series data is also a common phenomenon. In particular, stock …

Secrecy, information shocks, and corporate investment: Evidence from European Union countries

M Mazboudi, I Hasan - … of International Financial Markets, Institutions and …, 2018 - Elsevier
This study examines how national culture affects corporate investment. We argue that
national culture affects corporate investment efficiency through the level of secrecy that …

Rigid payment breaking, default spread and yields of Chinese treasury bonds

X Huang, C Yu, Y Chen, F Jia, X Xu - The North American Journal of …, 2022 - Elsevier
While the existence of implicit payment guarantees has long characterized Chinese bond
market, recent market oriented reforms in the country have gradually broken this regime. In …

[HTML][HTML] Financial risk identification and control in the openness context: A system dynamics approach to Renminbi Internationalization

L Zhang, J Zhou, Y Zang - International Review of Economics & Finance, 2025 - Elsevier
In an attempt to control a series of domestic and foreign financial risks amid the
internationalization of Renminbi (RMB), China's currency, this article categorizes these risks …

Does it pay to get connected? An examination of bank alliance network and bond spread

I Hasan, C Meslier, A Tarazi, M Zhou - Journal of Economics and Business, 2018 - Elsevier
This paper examines the effects of bank alliance network on bonds issued by European
banks during the period 1990–2009. We construct six measures capturing different …

Early warning system para distress bancário no Brasil

JHF Barbosa - 2017 - realp.unb.br
Esta tese é composta por três artigos que cobrem tópicos sobre o tema de early warning
system para crises bancárias e distress bancário: uma pesquisa bibliométrica sobre early …