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Environmental engagement and stock price crash risk : evidence from the European banking industry

Fiordelisi, Franco; Ricci, Ornella; Santilli, Gianluca - In: International review of financial analysis 88 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014462399

On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe

Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183

Persistent link: https://www.econbiz.de/10012264953

Securitization and crash risk : evidence from large European banks

Battaglia, Francesca; Buchanan, Bonnie; Fiordelisi, Franco - In: Journal of international financial markets, … 72 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012802111

Size does matter, as well as sector activities : systemic risk sensitivities of financial firms in the U.S. and European stock markets

Madiès, Philippe; Mourey, Mathis; Taramasco, Ollivier - In: Finance : revue de l'Association Française de Finance 45 (2024) 3, pp. 114-159

Persistent link: https://www.econbiz.de/10015173855

Long-run risk dynamics, instabilities, and breaks on European credit markets over a crisis period

Kapar, Burcu; Laborda, Ricardo; Olmo, Jose - In: The journal of fixed income 22 (2012) 2, pp. 31-43

Persistent link: https://www.econbiz.de/10009670718

Euro crash risk

Kräussl, Roman; Lehnert, Thorsten; Senulyte, Sigita - 2015

(ECB) actions, and credit rating downgrades affect the value and the crash risk of the euro. We proxy the value changes of … the euro by its abnormal foreign exchange (FX) rate returns with respect to 35 currencies. The crash risk of the euro is … crash risk. Interestingly, we find that specific announcements about Greece on average do not substantially affect the euro …

Persistent link: https://www.econbiz.de/10011374028