Cross-Border spillover of imported sovereign risk to China : key factors identification based on XGBoost-SHAP explainable machine learning algorithm
Guifen Shi, Zhizhen Chen, Weichen Luo, Zijun Wei
| Year of publication: |
2024
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|---|---|
| Authors: | Shi, Guifeng ; Chen, Zhizhen ; Luo, Weichen ; Wei, Zijun |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 70.2024, Art.-No. 106307, p. 1-10
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| Subject: | Machine learning | Imported financial risk | Sovereign risk | Tail risk | Länderrisiko | Country risk | Künstliche Intelligenz | Artificial intelligence | China | Spillover-Effekt | Spillover effect | Risikomanagement | Risk management | Risiko | Risk | Finanzrisiko | Financial risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106307 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015193640