Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Danilo V. Mascia"'
Autor:
Danilo V. Mascia
Publikováno v:
British Journal of Management.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0dc9c299fd85ffb31b9d21bcc7a093ad
https://doi.org/10.1111/1467-8551.12708
https://doi.org/10.1111/1467-8551.12708
Autor:
Danilo V. Mascia, Enrico Onali
We estimate the impact of the Cap-and-Trade Program (CATP) in California on regional greenhouse gas emissions and economic growth. Our preferred identification strategies, based on spatial distance and county-level contiguity, fail to provide evidenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f89e8a35729b18cce3738814e005fad9
Publikováno v:
European Financial Management. 26:1147-1188
We test the existence of possible gender biases affecting the firm behaviour in demanding and obtaining bank credit using a cross‐country sample of European SMEs. We show consistent evidence that female‐led firms are more likely than their male c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aedf16dd6fd14c1e58cd38ee2f36073f
https://doi.org/10.1111/eufm.12255
https://doi.org/10.1111/eufm.12255
Autor:
Enrico Onali, Danilo V. Mascia
We investigate the impact of corporate diversification on stock risk. For identification, we exploit an exogenous shock on volatility expectations related to COVID-19 lockdowns resulting in a period of high volatility. We show that firms that diversi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ce4546b6b2d53dc01ff56152f7e253c7
https://eprints.whiterose.ac.uk/181784/1/OnaliMascia_JCF.pdf
https://eprints.whiterose.ac.uk/181784/1/OnaliMascia_JCF.pdf
We shed light on how the price explosivity characterising Bitcoin and other major cryptocurrencies is triggered, by employing the Quantile Self-Exciting Threshold Autoregressive (QSETAR) model. Our results for Bitcoin, Ripple, and Stellar reveal that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2fe9e286e5a88e94de8f3343f69deaed
https://eprints.whiterose.ac.uk/179276/6/Cai2021_Article_HowIsPriceExplosivityTriggered.pdf
https://eprints.whiterose.ac.uk/179276/6/Cai2021_Article_HowIsPriceExplosivityTriggered.pdf
Publikováno v:
Finance Research Letters. 30:371-377
We examine the persistence of returns on Bitcoin at different parts on the return distributions through the use of the quantile autoregressive (QAR) models. We find lower quantiles of the daily return distribution and upper quantiles of the weekly re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::110e34afceb36f4053c18415e1f293bf
https://doi.org/10.1016/j.frl.2018.11.004
https://doi.org/10.1016/j.frl.2018.11.004
Publikováno v:
European Financial Management. 25:1321-1347
We analyze whether the introduction of the bail‐in tool in January 2016 affected the pricing of Italian bank bonds. Using a unique dataset of 1,798 fixed‐rate bonds issued during the period 2013–2016, we find an increase of the spread at issuan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d011350fa8722657a10c14a21cb7ae42
https://doi.org/10.1111/eufm.12206
https://doi.org/10.1111/eufm.12206
Publikováno v:
Journal of Financial Stability. 31:136-153
In this paper, we address the question of whether the gender of a firm’s leader affects the cost of bank funding faced by small and medium enterprises in Europe. Using a large sample of observations of non-financial firms, during the years 2009-201
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::91b03a2c3b23372fe207451232caa0dc
https://doi.org/10.1016/j.jfs.2017.07.002
https://doi.org/10.1016/j.jfs.2017.07.002
Publikováno v:
SSRN Electronic Journal.
The net interest margin (NIM) from the traditional intermediation function is pivotal for bank profitability and solvency. Using a unique cross-country sample on bank internal rating based (IRB) models, we find that the NIM increases when banks measu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::280162fc6db511b778f18c4a553e3016
https://doi.org/10.2139/ssrn.3410461
https://doi.org/10.2139/ssrn.3410461