Zobrazeno 1 - 10 of 126 pro vyhledávání: '"Lea Zicchino"'
1
Akademický článek
The informative value of central banks talks: a topic model application to sentiment analysis
Autor: Maria Paola Priola, Annalisa Molino, Giacomo Tizzanini, Lea Zicchino
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
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2
Akademický článek
The resilience of green stocks during COVID-19: a clustering approach
Autor: Giovanni Maria Bonagura, Luca D’Amico, Alessio Iacopino, Lorenzo Prosperi, Lea Zicchino
Publikováno v: Risk Management Magazine, Vol 15, Iss 3, Pp 33-47 (2020)
There is growing evidence that ESG investments have demonstrated higher resiliency to the COVID-19 pandemic shock. While the performance of mutual funds is largely documented, there is limited evidence on stocks, especially in the European market. In
Externí odkaz: https://doaj.org/article/8fddde27e2ff4a5e8bbeece3c3630646
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4
The resilience of green stocks during COVID-19: a clustering approach
Autor: Prometeia, Alessio Iacopino, Giovanni Maria Bonagura, Laura D'Amico, Lea Zicchino, Lorenzo Prosperi
Publikováno v: Risk Management Magazine, Vol 15, Iss 3, Pp 33-47 (2020)
There is growing evidence that ESG investments have demonstrated higher resiliency to the COVID-19 pandemic shock. While the performance of mutual funds is largely documented, there is limited evidence on stocks, especially in the European market. In
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1827a926f99c9917354b99379797ade7
https://www.aifirm.it/wp-content/uploads/2021/04/RMM-2020-03-Excerpt-4.pdf
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5
The informative value of central banks talks: a topic model application to sentiment analysis
Autor: Paola Priola, Annalisa Molino, Giacomo Tizzanini, lea zicchino
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
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6
Measuring Central Banks’ Sentiment and its Spillover Effects with a Network Approach
Autor: Lea Zicchino, Piero Lorenzini, Paola Priola, Giacomo Tizzanini
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
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7
Forecasting Macro-Financial Variables in an International Data-Rich Environment Vector Autoregressive Model (iDREAM)
Autor: Lorenzo Prosperi, Emanuele De Meo, Giacomo Tizzanini, Lea Zicchino
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
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8
Fed Rate Hikes and the Effects on Turkish Banking System. Could It Catch a Cold This Time?
Autor: Lorenzo Prosperi, Maria Paola Priola, Lea Zicchino, Salvatore Perdichizzi, Giacomo Tizzanini
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
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9
European Banks in the 21st Century: Are Their Business Models Profitable?
Autor: Federica Orsini, Giuseppe Lusignani, Annalisa De Nicola, Emanuele De Meo, Lea Zicchino
Publikováno v: SSRN Electronic Journal.
Banks’ activity is challenged by the macroeconomic, financial and regulatory environment emerging from the financial crisis. Slower economic growth, low interest rates, more stringent regulation on capital and liquidity, the need to decrease levera
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::ad7e76f0780e1099df1ba2c911d4b650
https://doi.org/10.2139/ssrn.3200891
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10
Towards a measure of financial fragility
Autor: Oriol Aspachs, Dimitrios P. Tsomocos, Charles Goodhart, Lea Zicchino
Publikováno v: Annals of Finance. 3:37-74
The paper proposes a measure of financial fragility that is based on economic welfare in a general equilibrium model calibrated against UK data. The model comprises a household sector, three active heterogeneous banks, a central bank/regulator, incom
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::718e0d2cb2ff15e46c687e84adc23f3f
https://doi.org/10.1007/s10436-006-0061-z
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