Sfoglia per Autore
The European Repo Market, ECB Intervention and the COVID-19 Crisis
2020-01-01 Billio, Monica; Costola, Michele; Mazzari, Francesco; Pelizzon, Loriana
COVID-19 spreading in financial networks: A semiparametric matrix regression model
2021-01-01 Billio, M.; Casarin, R.; Costola, M.; Iacopini, M.
Google search volumes and the financial markets during the COVID-19 outbreak
2021-01-01 Costola, Michele; A Santagiustina, Carlo R. M.; Iacopini, Matteo
Inside the ESG Ratings: (Dis)agreement and performance
2021-01-01 Billio, Monica; Costola, Michele; Hristova, Iva; Latino, Carmelo; Pelizzon, Loriana
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
2021-01-01 Billio, M.; Costola, M.; Pelizzon, L.; Riedel, M.
A Matrix-Variate t Model for Networks
2021-01-01 Billio, M.; Casarin, R.; Costola, M.; Iacopini, M.
On the" mementum" of Meme Stocks
2021-01-01 Costola, Michele; Iacopini, Matteo; Santagiustina, Carlo R. M. A.
Time-varying Granger causality tests in the energy markets: A study on the {DCC}-{MGARCH} Hong test
2022-01-01 Caporin, Massimiliano; Costola, Michele
Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem
2022-01-01 Costola, Michele; Maillet, Bertrand; Yuan, Zhining; Zhang, Xiang
Spillovers among energy commodities and the Russian stock market
2022-01-01 Costola, M.; Lorusso, M.
Global risks, the macroeconomy, and asset prices
2022-01-01 Costola, M.; Donadelli, M.; Gerotto, L.; Gufler, I.
Systemic risk and severe economic downturns: A targeted and sparse analysis
2022-01-01 Caporin, M.; Costola, M.; Garibal, J. -C.; Maillet, B.
Measuring sovereign bond fragmentation in the Eurozone
2022-01-01 Costola, Michele; Iacopini, Matteo
Creditworthiness and Buildings’ Energy Efficiency in the Mortgage Market
2022-01-01 Billio, Monica; Costola, Michele; Pelizzon, Loriana; Portioli, Francesco; Riedel, Max; Vergari, Daniele
Matrix-variate Smooth Transition Models for Temporal Networks
2022-01-01 Billio, Monica; Casarin, Roberto; Costola, Michele; Iacopini, Matteo
Asymmetric information in loan contracts: New evidence from Italian big data
2023-01-01 Benvenuti, Francesco; Billio, Monica; Costola, Michele; LI CALZI, Marco
Machine learning sentiment analysis, COVID-19 news and stock market reactions
2023-01-01 Costola, Michele; Hinz, Oliver; Nofer, Michael; Pelizzon, Loriana
Impact of public news sentiment on stock market index return and volatility
2023-01-01 Anese, Gianluca; Corazza, Marco; Costola, Michele; Pelizzon, Loriana
Sustainable Finance: A Journey Toward ESG and Climate Risk
2024-01-01 Billio, Monica; Costola, Michele; Hristova, Iva; Latino, Carmelo; Pelizzon, Loriana
COVID-19 spreading in financial networks: A semiparametric matrix regression model
2024-01-01 Billio, M.; Casarin, R.; Costola, M.; Iacopini, M.
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