In order to move beyond mean-based connectedness measures in the cryptocurrency
market and capture connectedness under extreme events, this paper applies quantile-based …

Financial systemic risk is an important issue in economics and financial systems. Trying to
detect and respond to systemic risk with growing amounts of data produced in financial …

In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation
Council (GCC) stock markets and quantify this spillover's shift before and during the COVID …

We identify the core topics of research applying machine learning to finance. We use a
probabilistic topic modeling approach to make sense of this diverse body of research …

Online interactive behaviors between Web users often make some social media contents go
viral. The popularity of social media contents can help us understand public interest and …

The aim of this article is to use multiple discriminant analysis (MDA) and logit models to
assess the risk of bankruptcy of companies in the Polish tourism sector in the crisis …

In literature, there is a shortage of comprehensive documents that can provide proper details
about Twitter in research community. This study conducted a first descriptive bibliometric …

The SARS-CoV-2 epidemics outbreak has shocked global financial markets, inducing
policymakers to put in place unprecedented interventions to inject liquidity and to …

Abstract [eng] This article presents an analysis of the literature on systemic risk
measurement methods. Only the recent global crisis has particularly attracted the attention of …

While many models are purposed for detecting the occurrence of significant events in
financial systems, the task of providing qualitative detail on the developments is not usually …