Zobrazeno 1 - 10
of 62
pro vyhledávání: '"BORRI, NICOLA"'
The European Union Emission Trading System is a prominent market-based mechanism to reduce emissions. While the theory is well understood, we are the first to study the whole cap-and-trade mechanism as a financial market. Analyzing the universe of tr
Externí odkaz:
http://arxiv.org/abs/2408.06497
We propose a new non-linear single-factor asset pricing model $r_{it}=h(f_{t}\lambda_{i})+\epsilon_{it}$. Despite its parsimony, this model represents exactly any non-linear model with an arbitrary number of factors and loadings -- a consequence of t
Externí odkaz:
http://arxiv.org/abs/2404.08129
Autor:
Borri, Nicola, Shakhnov, Kirill
Publikováno v:
In Journal of International Money and Finance December 2023 139
Publikováno v:
In Journal of Banking and Finance February 2023 147
Autor:
Borri, Nicola, Giorgio, Giorgio di
Publikováno v:
In Journal of Banking and Finance July 2022 140
Autor:
Borri, Nicola, Reichlin, Pietro
Publikováno v:
In Review of Economic Dynamics April 2021 40:64-84
Autor:
Borri, Nicola, Reichlin, Pietro
Publikováno v:
In Journal of Economic Dynamics and Control February 2018 87:106-123