Zhangming Shan
Biographic Data
| ID | 7869657 |
|---|---|
| NAME | Zhangming Shan |
| GIVEN NAMES | Zhangming |
| FAMILY NAME | Shan |
| SIGNATURE | SHAN Z |
| AFFILIATIONS | Nanjing University of Information Science and Technology |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Interest rate risk of Chinese commercial banks based on the GARCH-EVT model
Interest rate market risk faced by China’s commercial banks is increasing after the announcement that the interest rate marketisation is completed. This paper examines the Value-at-Risk, and statistical properties in the daily price return of Shanghai banks’ overnight offered rate. The study applies two-stage approaches, combining GARCH-type models with extreme value theory. Firstly, the Markov regime switching model is used to test the regime st…
How Do Environmental Regulations and Outward Foreign Direct Investment Impact the Green Total Factor Productivity in China? A Mediating Effect Test Based on Provincial Panel Data
This paper investigates the impact of two types of environmental regulations (ERs), command-and-control environmental regulation (CACER) and market-incentive environmental regulation (MIER), on green total factor productivity (GTFP) through outward foreign direct investment (OFDI) in 30 provinces in China for the period of 2006-2019. The Global Malmquist-Luenberger (GML) Index based on non-radial directional distance function (NDDF) considering u…
No prominent works on this page.
How Do Environmental Regulations and Outward Foreign Direct Investment Impact the Green Total Factor Productivity in China? A Mediating Effect Test Based on Provincial Panel Data
This paper investigates the impact of two types of environmental regulations (ERs), command-and-control environmental regulation (CACER) and market-incentive environmental regulation (MIER), on green total factor productivity (GTFP) through outward foreign direct investment (OFDI) in 30 provinces in China for the period of 2006-2019. The Global Malmquist-Luenberger (GML) Index based on non-radial directional distance function (NDDF) considering u…
Interest rate risk of Chinese commercial banks based on the GARCH-EVT model
Interest rate market risk faced by China’s commercial banks is increasing after the announcement that the interest rate marketisation is completed. This paper examines the Value-at-Risk, and statistical properties in the daily price return of Shanghai banks’ overnight offered rate. The study applies two-stage approaches, combining GARCH-type models with extreme value theory. Firstly, the Markov regime switching model is used to test the regime st…
China (2 works) · Econometrics (2 works) · Economics (2 works) · Geography (2 works) · Actuarial science (1 works) · Agricultural economics (1 works) · Autoregressive conditional heteroskedasticity (1 works) · Biology (1 works) · Business (1 works) · Ecology (1 works)