Difference-in-Differences analysis of the 2008 financial crisis impact on youth employment in Italy using EU-LFS microdata (2004-2010)

Detecting structural changes in market microstructure around the 2008 TARP intervention using intraday ETF data. XGBoost classifier achieves 0.952 AUC-ROC distinguishing pre/post-TARP trading days via engineered volatility, volume profile, and cross-asset correlation features.