Systemic financial risk early warning of financial market in China using Attention-LSTM model

Author:

Ouyang Zi-sheng,Yang Xi-teORCID,Lai Yongzeng

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference42 articles.

1. Capital shortfall: A new approach to ranking and regulating systemic risks;Acharya;American Economic Review,2012

2. Measuring systemic risk;Acharya;The Review of Financial Studies,2017

3. CoVaR;Adrian;American Economic Review,2016

4. Does systemic risk in the financial sector predict future economic downturns?;Allen;The Review of Financial Studies,2012

5. Is all that talk just noise? The information content of internet stock message boards;Antweiler;The Journal of Finance,2004

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