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Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect
This paper proposes a time-zone vector autoregression (VAR) model to investigate comovements in the global financial market.
Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy
The interactive effect is significant in the Chinese stock market, exacerbating the abnormal market volatilities and risk contagion.
Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price
First, compared with tranquil periods, the SSE A-shares network experiences a more significant small-world and connective effect during the subprime mortgage crisis and the high leverage period in 2015.
Measuring Gender and Racial Biases in Large Language Models
As AI based decision making tools are increasingly employed across diverse domains, our findings underscore the necessity of understanding and addressing the potential unequal outcomes to ensure equitable outcomes across social groups.
Semiparametric Single-Index Estimation for Average Treatment Effects
We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data.
