Artificial intelligence and financial tail risks / Javier Ojea-Ferreiro, Andrea Ugolini, Juan C. Reboredo.: FB3-5/2026-40E-PDF
"Artificial intelligence (AI) has a double-edged relationship with financial stability: it may improve efficiency and risk management, while also creating new vulnerabilities and amplification channels. This paper studies whether market-perceived exposure to AI is reflected in the tails of financial-sector returns, and whether this relationship depends on macroeconomic conditions. We develop a framework that decomposes financial-sector tail outcomes across contemporaneous AI and macroeconomic scenarios, and identifies whether the AI-related episodes are primarily associated with extreme gains or losses"--page [i].
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| Title | Artificial intelligence and financial tail risks / Javier Ojea-Ferreiro, Andrea Ugolini, Juan C. Reboredo. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | 1 online resource ([i], 43 pages) : charts. |
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