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econ.EM2026
Estimating Network Spillovers under Dense Measurement Error
Yingxing Li, Aureo De Paula, Weining Wang
This paper analyzes spillover effects in spatial (network) models when the neighborhood (adjacency) matrix is contaminated by measurement error from reporting, aggregation, or disc…
econ.EM2026
Transformer-based CoVaR: Systemic Risk in Textual Information
Junyu Chen, Tom Boot, Lingwei Kong +1
Conditional Value-at-Risk (CoVaR) quantifies systemic financial risk by measuring the loss quantile of one asset, conditional on another asset experiencing distress. We develop a T…