Výsledky vyhledávání - "Daniela Arzu"

Catch the Heterogeneity: The New Bank-Tailored Integrated Rating

Autor: Daniela Arzu, Marcella Lucchetta, Guido Massimiliano Mantovani

Publikováno v: Journal of Risk and Financial Management
Volume 14
Issue 7
Journal of Risk and Financial Management, Vol 14, Iss 312, p 312 (2021)

The purpose of this article is to develop a bank-oriented rating approach, tailored by incorporating the various heterogeneity dimensions characterizing financial institutions, named “Bank-Tailored Integrated Rating” (BTIR). BTIR is able to catch

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34868d55091dc928ce2727864bf989cc
http://hdl.handle.net/10278/3741351

Zobrazit plný text záznamu

Immigration, Uncertainty, and Macroeconomic Dynamics

Autor: Michael Donadelli, Luca Gerotto, Marcella Lucchetta, Daniela Arzu

This paper examines the macroeconomic effects of rising migration uncertainty in four advanced economies (i.e. US, UK, Germany and France). Migration uncertainty is first captured by the Migration Policy Uncertainty (MPUI) and the Migration Fear (MFI

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::26bd830a9b26efc7cf72e62315d3a76d
https://hdl.handle.net/10278/3717700

Zobrazit plný text záznamu

The Bank Tailored Integrated Rating

Autor: Guido Massimiliano Mantovani, Daniela Arzu, Marcella Lucchetta

Publikováno v: Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783319898230

We develop a banks specific integrated rating, tailored incorporating the various heterogeneity dimensions characterizing financial institutions (see Mantovani et al., Int Res J Appl Finance IV:458–489, 2013 and Mantovani et al., J Bus Econ Finance

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::abfdd2009e5fe1587af0b8631ed7e595
https://doi.org/10.1007/978-3-319-89824-7_11

Zobrazit plný text záznamu

Catch the Heterogeneity: The New Bank Tailored Integrated Rating

Autor: Marcella Lucchetta, Guido Massimiliano Mantovani, Daniela Arzu

Publikováno v: SSRN Electronic Journal.

We develop a banks’ specific integrated rating approach, tailored incorporating the various heterogeneity dimensions characterizing financial institutions (see Mantovani et al., 2013 and 2014 regarding the heterogeneity risk analysis in corporate f

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e583167a8e22108e56fde49fbd16a65f
https://doi.org/10.2139/ssrn.3113450

Zobrazit plný text záznamu

Forecasting Bankruptcy: An European Analysis

Autor: Daniela Arzu, Sarah Di Gloria, Guido Massimiliano Mantovani

Publikováno v: SSRN Electronic Journal.

Several studies investigated the predictability of financial distress. With this paper, we analyse the ability of Integrated Rating model to anticipate potential corporate crisis. In particular, we study bankrupt companies of four European Countries

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::25f2591ad8172be0ade21233581b32fe
https://doi.org/10.2139/ssrn.2971043

Zobrazit plný text záznamu

The Gender Contribution to the Corporate Governance and the Corporate Performance

Autor: Guido Massimiliano Mantovani, Daniela Arzu

Publikováno v: SSRN Electronic Journal.

Firms may have gender differences in governance characteristics, which may lead to differences in the firms’ performances themselves, and consequently in the way credit is allocated. The paper demonstrates that there are differences in governance c

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::500db622f8d669b04dba2ac016952f0c
https://doi.org/10.2139/ssrn.2885413

Zobrazit plný text záznamu

Vyhledávací nástroje:

Upřesnit hledání