FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3089346063> ?p ?o ?g. }

• W3089346063 endingPage "101557" @default.
• W3089346063 startingPage "101557" @default.
• W3089346063 abstract "In this paper, we investigate how the systemic risk affects macroeconomic activity in China and examines the forecasting power of 12 different measures of systemic risk. Quantile regression is employed to capture the nonlinear relationship between the systemic risk and the distribution of future macroeconomic shocks. We find that the systemic risk skews the distribution of future shocks, which cannot be identified in the central tendency analysis within the traditional linear regression. In particular, when the systemic risk builds up, the risk of severe economic downturns increases while the risk of moderate economic downturns barely changes. When comparing the forecasting power of different systemic risk measures, we use both a fixed rolling window and a time-varying method to make the result robust. We find that, of the 12 widely used measures, 8 demonstrate significant predictability for subsequent shocks to economic growth in China and can thus serve as early warning signals." @default.
• W3089346063 created "2020-10-08" @default.
• W3089346063 creator A5020916256 @default.
• W3089346063 creator A5076898648 @default.
• W3089346063 creator A5081240313 @default.
• W3089346063 date "2020-12-01" @default.
• W3089346063 modified "2023-10-15" @default.
• W3089346063 title "Can systemic risk measures predict economic shocks? Evidence from China" @default.
• W3089346063 cites W1558793738 @default.
• W3089346063 cites W1789808336 @default.
• W3089346063 cites W2094333215 @default.
• W3089346063 cites W2099233100 @default.
• W3089346063 cites W2103890825 @default.
• W3089346063 cites W2106019945 @default.
• W3089346063 cites W2114496006 @default.
• W3089346063 cites W2116641492 @default.
• W3089346063 cites W2118711140 @default.
• W3089346063 cites W2128324839 @default.
• W3089346063 cites W2185764662 @default.
• W3089346063 cites W2326242281 @default.
• W3089346063 cites W2499960358 @default.
• W3089346063 cites W2530641167 @default.
• W3089346063 cites W2553690998 @default.
• W3089346063 cites W2577686957 @default.
• W3089346063 cites W2788349375 @default.
• W3089346063 cites W2916284271 @default.
• W3089346063 cites W29280595 @default.
• W3089346063 cites W3004007488 @default.
• W3089346063 cites W3121326409 @default.
• W3089346063 cites W3122471459 @default.
• W3089346063 cites W3123933399 @default.
• W3089346063 cites W3124079121 @default.
• W3089346063 cites W3124088450 @default.
• W3089346063 cites W3124690764 @default.
• W3089346063 cites W3124725455 @default.
• W3089346063 cites W3124882825 @default.
• W3089346063 cites W4230327943 @default.
• W3089346063 cites W4246715751 @default.
• W3089346063 doi "https://doi.org/10.1016/j.chieco.2020.101557" @default.
• W3089346063 hasPublicationYear "2020" @default.
• W3089346063 type Work @default.
• W3089346063 sameAs 3089346063 @default.
• W3089346063 citedByCount "3" @default.
• W3089346063 countsByYear W30893460632023 @default.
• W3089346063 crossrefType "journal-article" @default.
• W3089346063 hasAuthorship W3089346063A5020916256 @default.
• W3089346063 hasAuthorship W3089346063A5076898648 @default.
• W3089346063 hasAuthorship W3089346063A5081240313 @default.
• W3089346063 hasConcept C105795698 @default.
• W3089346063 hasConcept C111472728 @default.
• W3089346063 hasConcept C118671147 @default.
• W3089346063 hasConcept C138885662 @default.
• W3089346063 hasConcept C139719470 @default.
• W3089346063 hasConcept C144587487 @default.
• W3089346063 hasConcept C149782125 @default.
• W3089346063 hasConcept C162324750 @default.
• W3089346063 hasConcept C166957645 @default.
• W3089346063 hasConcept C191935318 @default.
• W3089346063 hasConcept C197640229 @default.
• W3089346063 hasConcept C205649164 @default.
• W3089346063 hasConcept C2778136018 @default.
• W3089346063 hasConcept C2778300220 @default.
• W3089346063 hasConcept C33923547 @default.
• W3089346063 hasConcept C63817138 @default.
• W3089346063 hasConceptScore W3089346063C105795698 @default.
• W3089346063 hasConceptScore W3089346063C111472728 @default.
• W3089346063 hasConceptScore W3089346063C118671147 @default.
• W3089346063 hasConceptScore W3089346063C138885662 @default.
• W3089346063 hasConceptScore W3089346063C139719470 @default.
• W3089346063 hasConceptScore W3089346063C144587487 @default.
• W3089346063 hasConceptScore W3089346063C149782125 @default.
• W3089346063 hasConceptScore W3089346063C162324750 @default.
• W3089346063 hasConceptScore W3089346063C166957645 @default.
• W3089346063 hasConceptScore W3089346063C191935318 @default.
• W3089346063 hasConceptScore W3089346063C197640229 @default.
• W3089346063 hasConceptScore W3089346063C205649164 @default.
• W3089346063 hasConceptScore W3089346063C2778136018 @default.
• W3089346063 hasConceptScore W3089346063C2778300220 @default.
• W3089346063 hasConceptScore W3089346063C33923547 @default.
• W3089346063 hasConceptScore W3089346063C63817138 @default.
• W3089346063 hasFunder F4320321001 @default.
• W3089346063 hasLocation W30893460631 @default.
• W3089346063 hasOpenAccess W3089346063 @default.
• W3089346063 hasPrimaryLocation W30893460631 @default.
• W3089346063 hasRelatedWork W2102512281 @default.
• W3089346063 hasRelatedWork W2364275385 @default.
• W3089346063 hasRelatedWork W2526321210 @default.
• W3089346063 hasRelatedWork W3014605311 @default.
• W3089346063 hasRelatedWork W3122845461 @default.
• W3089346063 hasRelatedWork W3125380173 @default.
• W3089346063 hasRelatedWork W3205863630 @default.
• W3089346063 hasRelatedWork W4206511378 @default.
• W3089346063 hasRelatedWork W4206618949 @default.
• W3089346063 hasRelatedWork W4318833145 @default.
• W3089346063 hasVolume "64" @default.
• W3089346063 isParatext "false" @default.
• W3089346063 isRetracted "false" @default.
• W3089346063 magId "3089346063" @default.

• next