This paper examines financial stress transmission between the US and the Euro Area. To
better understand the linkages between financial stress in the two regions, we construct a …

The early-warning system (EWS) is recognized in the literature as a method of detecting
crises prior to events and to reduce false alarms of possible crises. This study constructs an …

Regional financial risk, as a representative form of tangible financial risk, introduces
heightened uncertainty into the external economic environment of firms. Different from …

The widespread and substantial effect of the global financial crisis in history underlines the
importance of forecasting financial crisis effectively. In this paper, we propose temporal …

This study evaluates the dynamic impact of various policies adopted by US states, including
social distancing, financial assistance, and vaccination policies. We propose a time-varying …

The digital transformation of enterprises has amplified the complexity of financial risks,
underscoring the significance of optimizing financial risk warning models to ensure …

In this study, we investigate how household income affects the stability of the banking sector,
and whether there is such impact at all. Using a sample of quarterly data of macroprudential …

China has a large number of small and micro enterprises, which are an important part of our
market economy. The study analyses the causes of enterprise financial crises from internal …

Banks, financial, and credit institutions encountering the weakening financial system and
increased risk factors cause high inflation and great losses for an economy. Detecting …

This study aims to expand the existing literature on the identification of macroeconomic and
socio-economic factors that can be used in predicting bank capital adequacy ratios. The …