Economic stimulus through bank regulation: Government responses to the COVID-19 crisis
In this paper, we estimate the effects of the COVID-19 pandemic on the banking system and
the real economy and simulate potential policy responses. We combine machine learning …
the real economy and simulate potential policy responses. We combine machine learning …
Money cannot buy happiness: improving governance in the banking sector through spirituality
R Robina-Ramírez, JA Medina-Merodio… - … International Journal of …, 2022 - emerald.com
Purpose A model is proposed to develop happiness in the banking sector based on an
improvement in the spirituality of employees. Design/methodology/approach Following the …
improvement in the spirituality of employees. Design/methodology/approach Following the …
Islamic banking, efficiency and societal welfare: a machine-learning, agent-based study
Purpose This paper models the benefits of Islamic banking on the efficiency of the banking
sector and on societal happiness. This paper aims to examine how the adoption of Islamic …
sector and on societal happiness. This paper aims to examine how the adoption of Islamic …
Spillover effects between greece and cyprus: A DCC model on the interdependence of small economies
This paper discusses the volatility spillovers between the Greek Debt crisis and the Cypriot
financial crisis. Cyprus was in the spotlight of financial markets due to significant problems …
financial crisis. Cyprus was in the spotlight of financial markets due to significant problems …
Autoregressive random forests: Machine learning and lag selection for financial research
E Polyzos, C Siriopoulos - Computational Economics, 2023 - Springer
This paper provides evidence on the use of Random Regression Forests (RRF) for optimal
lag selection. Using an extended sample of 144 data series, of various data types with …
lag selection. Using an extended sample of 144 data series, of various data types with …
Design of Neuro-Stochastic Bayesian Networks for Nonlinear Chaotic Differential Systems in Financial Mathematics
The research community's treatise on computational economics and financial models has
promising interest for the exploration and exploitation of artificial intelligence (AI)-based …
promising interest for the exploration and exploitation of artificial intelligence (AI)-based …
[HTML][HTML] International currency substitution and the demand for money in the euro area
MLDE Freitas - Economic Modelling, 2022 - Elsevier
Using quarterly data for the period from 1983: Q1 until 2019: Q4, we identify a stable money
demand relationship for the euro area M3, with the US long-term interest rate as a regressor …
demand relationship for the euro area M3, with the US long-term interest rate as a regressor …
The perfect bail‐in: Financing without banks using peer‐to‐peer lending
We explore the potential outcomes for financial stability when using peer‐to‐peer lenders to
finance economic activity. Combining Random Regression Forests, a machine‐learning …
finance economic activity. Combining Random Regression Forests, a machine‐learning …
Inflation and the war in Ukraine: Evidence using impulse response functions on economic indicators and Twitter sentiment
E Polyzos - Research in International Business and Finance, 2023 - Elsevier
In this paper, we propose the use of social media information as a real-time decision-making
tool for significant war events, using the war in Ukraine as a case study. We proxy the …
tool for significant war events, using the war in Ukraine as a case study. We proxy the …
Effects of financial instability on subjective well-being: a preference-based approach
Purpose The purpose of this paper is to examine the link between banking crises and the
subjective well-being of individuals. In addition, the authors examine the transmission of …
subjective well-being of individuals. In addition, the authors examine the transmission of …