Zobrazeno 1 - 10
of 26
pro vyhledávání: '"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
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
Publikováno v:
Quantitative Finance. 22:1927-1954
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ee6c08a91cb791cf1a6551ebf2643668
https://doi.org/10.1080/14697688.2022.2090420
https://doi.org/10.1080/14697688.2022.2090420
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
https://www.aifirm.it/wp-content/uploads/2021/04/RMM-2020-03-Excerpt-4.pdf
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
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
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
https://doi.org/10.2139/ssrn.3200891
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
https://doi.org/10.1007/s10436-006-0061-z