Search Results - person:"Santini, Amia"

The Beneficial Role of Green Bonds as a New Strategic Asset Class Dynamic : Dependencies, Allocation and Diversification Before and During the Pandemic Era

Martiradonna, Monica; Romagnoli, Silvia; Santini, Amia - 2022

The paper proposes a full comprehensive analysis of green bond diversification benefits, their comovementwith multiple market indices, and the corresponding implications for portfolio allocation.Based on a time-frame of seven years, divided into four sub-periods, the co-movements of...

Persistent link: https://www.econbiz.de/10013298246

The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era

Martiradonna, Monica; Romagnoli, Silvia; Santini, Amia - In: Energy economics 120 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014284561

Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives

Santini, Amia - 2022

1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions.

Persistent link: https://www.econbiz.de/10013192353