Nonlinear Risk Dynamics in U.S. Banking: Threshold Effects, Regime Dependence, and Machine Learning Diagnostics

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Authors: Mohammad Rezoanul Hoque, M. Kabir Hassan, José Antonio Pérez Amuedo, Md Meftahul Ferdaus, Luca Pezzo
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Fields of Study & Subjects

Banking stability regulation efficiency Financial Distress and Bankruptcy Prediction Financial Risk and Volatility Modeling

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint