Search Results - subject:"quantile regression method"

Investigating the impacts of digital finance technology on financial stability of the banking sector: New insights from developing market economies

Antwi, Frank; Kong, Yusheng - In: Cogent Business & Management 10 (2023) 3, pp. 1-17

This study investigates the effects of digital finance technology, i.e., mobile phones and internet usage on financial stability of the banking sector in developing market economies. We used data from 2000 to 2020 from 55 selected developing economies to examine the link between digital finance...

Persistent link: https://www.econbiz.de/10014527744

Investigating the impacts of digital finance technology on financial stability of the banking sector : New insights from developing market economies

Antwi, Frank; Kong, Yusheng - In: Cogent business & management 10 (2023) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10014505290

Non-parametric evidence on the determinants of access to financial services in the countries of the Organization of Turkic States

İlarslan, Kenan - In: Eurasian economic review : a journal in applied … 14 (2024) 4, pp. 1035-1055

Persistent link: https://www.econbiz.de/10015177244

Has the COVID-19 pandemic shock transmitted to the U.S. stock market : evidence using bootstrap (a)symmetric fourier granger causality test in quantiles

Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid; Xiang, Feiyun - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014534846

Measuring systemic risk of china's listed banks

Zhang, Ping; Wang, Yiru; Zhao, Min; Yang, Tzu-Yi - In: Financial studies 25 (2021) 3, pp. 6-29

2010 to 2018. The quantile regression method and the GARCH model were applied to measure the systemic risk of banks in … than the medium and small banks. Comparing the quantile regression method and the GARCH model method indicated that both … significantly smaller than the result from the quantile regression method. Compared with the DCC-GARCH model, a simple GARCH model …

Persistent link: https://www.econbiz.de/10012664694