Open Access Journal Article

Which Component of Deposit Drives Systemic Risk Volatility

by Yunying Huang a orcid  and  Kenichiro Soyano b,* orcid
College of Economics, Jinan University, Guangzhou, China
Department of Law and Public Policy, Takaoka University of Law, Toyama-ken, Japan
Author to whom correspondence should be addressed.
EAL  2022, 1; 1(1), 1;
Received: 12 August 2022 / Accepted: 1 September 2022 / Published Online: 15 September 2022


Bank deposit is closely related to systemic risks. In addition, considering that resident deposits in China have significant seasonal characteristics, this paper focuses on which component of deposits drives the systemic risk volatility, that is, it can supplement the existing forecast information. We use X-13ARIMA-SEATS to decompose deposit into three subsequences. The research findings show that the forecast effect of subsequence models is better than that of benchmark series. Most importantly, the model with trend component has the best forecast performance.

Copyright: © 2022 by Huang and Soyano. This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY) (Creative Commons Attribution 4.0 International License). The use, distribution or reproduction in other forums is permitted, provided the original author(s) or licensor are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.
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ACS Style
Huang, Y.; Soyano, K. Which Component of Deposit Drives Systemic Risk Volatility. Economic Analysis Letters, 2022, 1, 1.
AMA Style
Huang Y, Soyano K. Which Component of Deposit Drives Systemic Risk Volatility. Economic Analysis Letters; 2022, 1(1):1.
Chicago/Turabian Style
Huang, Yunying; Soyano, Kenichiro 2022. "Which Component of Deposit Drives Systemic Risk Volatility" Economic Analysis Letters 1, no.1:1.
APA style
Huang, Y., & Soyano, K. (2022). Which Component of Deposit Drives Systemic Risk Volatility. Economic Analysis Letters, 1(1), 1.

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