We propose a semi-parametric approach to investigate whether co-dependence across markets increase in periods of extreme returns. Given that returns on one market fall in the extreme tail of their own distribution, we compute the conditional probability that returns on another market will also...

"This study investigated the impacts of access to inventory credit, input supply shops, fertilizer microdosing demonstrations, and other factors on farmers' use of inorganic fertilizer and other inputs in Niger and on crop yields. We found that access to inventory credit and input supply shops...

We review the literature on ESG and Socially Responsible Investment with a special focus on fixed income investments. Most of the academic research is focused on the link between corporate CSR and ESG activities, investors' SR engagement and stock returns and firm value. Very few studies examine...

This study assesses the degree of financial integration for a selected number of new EU member states between themselves and with the euro zone. Within the framework of a factor model for market returns, we measure integration as the amount of variance explained by the common factor relative to...