Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Giacomo Tizzanini"'
Publikováno v:
Data Science in Finance and Economics, Vol 2, Iss 3, Pp 181-204 (2022)
Central banks communication has lately become an important tool to guide expectations and its impact on the economy has been acknowledged by the literature. Nowadays central banks speeches face an increasing variety of topics, which are not discrimin
Externí odkaz:
https://doaj.org/article/4dcecfc64bc84ab98c0931537a43e3dd
Publikováno v:
SSRN Electronic Journal.
Central banks communication has lately become an important tool to guide expectations and its impact on the economy has been acknowledged by the literature. Nowadays central banks speeches face an increasing variety of topics, which are not discrimin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8fc9303ff1b9e69599cd7d81002de45
https://doi.org/10.2139/ssrn.3955716
https://doi.org/10.2139/ssrn.3955716
Publikováno v:
SSRN Electronic Journal.
Applying text analysis to speeches and press releases we construct a Sentiment Index (CBSI) of four central banks to (i) investigate spillovers generated by CBSIs on financial variables with GIRF; (ii) analyze the time-varying and statistically signi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a793b15b1d39f4d81aeffe5eab3e949
https://doi.org/10.2139/ssrn.3764004
https://doi.org/10.2139/ssrn.3764004
Autor:
Emanuele De Meo, Giacomo Tizzanini
Publikováno v:
Economic Notes. 50
We propose a tool to predict risks to economic growth and international business cycles spillovers: the GDP-Network CoVaR. Our methodology to assess Growth-at-Risk is composed by two building blocks. First, we apply the network-based NETS methodology
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9182a97a8bd1200c0c33ca7b67c0a6b6
https://doi.org/10.1111/ecno.12181
https://doi.org/10.1111/ecno.12181
Publikováno v:
SSRN Electronic Journal.
We propose a new data-rich environment model of the yield curve, the macroeconomy, monetary policies and effective exchange rates for a panel of 11 countries: the iDREAM. The endogenous variables are observable (short- and long-term interest rates, e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3bdb5e3725c89adbf7e0007e0d01f2b4
https://doi.org/10.2139/ssrn.3198687
https://doi.org/10.2139/ssrn.3198687
Publikováno v:
SSRN Electronic Journal.
Could a Fed rate hike affect Turkish banks' stock prices? Could it lead to an increase in the exposure to interest rate risk of Turkish banks, generating negative spillover effects? By means of a new data-rich environment IVAR model with both observa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47fa3c48eea22fd77b4abf6dbe471a30
https://doi.org/10.2139/ssrn.3309671
https://doi.org/10.2139/ssrn.3309671
Autor:
Emanuele De Meo, Giacomo Tizzanini
Publikováno v:
SSRN Electronic Journal.
We propose a tool to predict risks to economic growth and international business cycles spillovers: the GDP-Network CoVaR. Our methodology to assess Growth-at-Risk is composed by two building blocks. First, we apply the network-based NETS methodology
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99a7ad3282bb696034e5908285495262
https://doi.org/10.2139/ssrn.3194395
https://doi.org/10.2139/ssrn.3194395
Publikováno v:
Data Science in Finance & Economics; 2024, Vol. 4 Issue 3, p1-26, 26p
Publikováno v:
Data Science in Finance & Economics; 2024, Vol. 4 Issue 3, p1-34, 34p
Autor:
Barbieri, Paolo Nicola1,2 (AUTHOR), Lusignani, Giuseppe2,3 (AUTHOR), Prosperi, Lorenzo2 (AUTHOR) lorenzo.prosperi@prometeia.com, Zicchino, Lea2 (AUTHOR)
Publikováno v:
Quantitative Finance. Oct2022, Vol. 22 Issue 10, p1927-1954. 28p.