Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Matteo Foglia"'
Autor:
Matteo Foglia, Peng-Fei Dai
Publikováno v:
Journal of Asian Business and Economic Studies, Vol 29, Iss 1, Pp 35-49 (2022)
Purpose – The purpose of this paper is to extend the literature on the spillovers across economic policy uncertainty (EPU) and cryptocurrency uncertainty indices. Design/methodology/approach – This paper uses cross-country economic policy uncerta
Externí odkaz:
https://doaj.org/article/451ebd56765747d48e727c4b0da2c371
Autor:
Matteo Foglia
Publikováno v:
Risks, Vol 10, Iss 1, p 21 (2022)
The purpose of this work is to investigate the influence of macroeconomics determinants on non-performing loans (NPLs) in the Italian banking system over the period 2008Q3–2020Q4. We mainly contribute to the literature by being the first empirical
Externí odkaz:
https://doaj.org/article/4e6c7882f1e547b598760fc7a40afde3
Publikováno v:
Risks, Vol 9, Iss 2, p 34 (2021)
Smart beta strategies across economic regimes seek to address inefficiencies created by market-based indices, thereby enhancing portfolio returns above traditional benchmarks. Our goal is to develop a strategy for re-hedging smart beta portfolios tha
Externí odkaz:
https://doaj.org/article/4ed4f2e8c88c46e68b5ea1be4e1e2c70
Publikováno v:
Risks, Vol 9, Iss 2, p 39 (2021)
Do tail events in the oil market trigger extreme responses by the clean-energy financial market (and vice versa)? This paper investigates the relationship between oil price and clean-energy stock with a novel methodology, namely extreme events study.
Externí odkaz:
https://doaj.org/article/06cd8c752c494af397682e6e1784c5f2
Autor:
Matteo Foglia, Eliana Angelini
Publikováno v:
Risks, Vol 7, Iss 3, p 75 (2019)
In this paper, we measure the systemic risk with a novel methodology, based on a “spatial-temporal” approach. We propose a new bank systemic risk measure to consider the two components of systemic risk: cross-sectional and time dimension. The aim
Externí odkaz:
https://doaj.org/article/0fc0154967e64989ab6f778633a67bc9
Publikováno v:
Journal of Sustainable Finance & Investment. :1-28
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ba232a2fc9ba976d8f24608936b2f420
https://doi.org/10.1080/20430795.2022.2105788
https://doi.org/10.1080/20430795.2022.2105788
Autor:
Matteo Foglia, Peng-Fei Dai
Publikováno v:
Journal of Asian Business and Economic Studies. 29:35-49
PurposeThe purpose of this paper is to extend the literature on the spillovers across economic policy uncertainty (EPU) and cryptocurrency uncertainty indices.Design/methodology/approachThis paper uses cross-country economic policy uncertainty indice
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6938d4bfaaf5970f8d56bdb34e743c9
https://doi.org/10.1108/jabes-05-2021-0051
https://doi.org/10.1108/jabes-05-2021-0051
Publikováno v:
Journal of Economic Behavior & Organization
This paper proposes a new approach to estimating investor sentiments and their implications for the global financial markets. Contextualising the COVID-19 pandemic, we draw on the six behavioural indicators (media coverage, fake news, panic, sentimen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f2652eefb77cc27748e95c1ce8773c96
http://europepmc.org/articles/PMC8486493
http://europepmc.org/articles/PMC8486493
Publikováno v:
Technological Forecasting and Social Change. 191:122394
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3bd8db2e0200dc93c1ccfa0b571959bc
https://doi.org/10.1016/j.techfore.2023.122394
https://doi.org/10.1016/j.techfore.2023.122394
Publikováno v:
International Review of Financial Analysis. 87:102578
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6865a9e6df32368fde5a14b92188216
https://doi.org/10.1016/j.irfa.2023.102578
https://doi.org/10.1016/j.irfa.2023.102578