Similar Search Results

From me to you : measuring connectedness between Eurozone financial institutions

Foglia, Matteo; Angelini, Eliana - In: Research in international business and finance 54 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012549855

The Eurozone banking sector in the time of COVID-19 : measuring volatility connectedness

Foglia, Matteo; Addi, Abdelhamid; Angelini, Eliana - In: Global finance journal 51 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013431563

Bearish vs Bullish risk network : a Eurozone financial system analysis

Foglia, Matteo; Addi, Abdelhamid; Wang, Gang-Jin; … - In: Journal of international financial markets, … 77 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013357111

The relevance of market variables in the CDS spread volatility : an empirical post-crisis analysis

Di Febo, Elisa; Angelini, Eliana - In: Global business review 19 (2018) 6, pp. 1462-1477

Persistent link: https://www.econbiz.de/10011982810

Eurozone crisis and banks' creditworthiness : what is new for credit default swap spread determinants?

Ortolano, Alessandra; Angelini, Eliana - In: Global business review 23 (2022) 4, pp. 911-924

Persistent link: https://www.econbiz.de/10013387257

Structural differences in the Eurozone : measuring financial stability by FCI

Foglia, Matteo; Cartone, Alfredo; Fiorelli, Cristiana - In: Macroeconomic dynamics 24 (2020) 1, pp. 69-92

Persistent link: https://www.econbiz.de/10012163583

Systemic risk propagation in the Eurozone : a multilayer network approach

Foglia, Matteo; Pacelli, Vincenzo; Wang, Gang-Jin - In: International review of economics & finance : IREF 88 (2023), pp. 332-346

Persistent link: https://www.econbiz.de/10014474536

Does every cloud (bubble) have a silver lining? : an investigation of ESG financial markets

Foglia, Matteo; Miglietta, Federica - In: Journal of behavioral and experimental finance 42 (2024), pp. 1-11

This paper investigates the presence of financial bubbles in the environmentally friendly investments captured by the ESG markets. By using the log-periodic power law singularity framework, we identified several periods of positive and negative bubbles in the short, medium, and long term....

Persistent link: https://www.econbiz.de/10014547955

European bank credit risk transmission during the credit Suisse collapse

Nekhili, Ramzi; Foglia, Matteo; Bouri, Elie - In: Finance research letters 58 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014584309

A holistic journey into systemic risk : theoretical background, transmission channels and policy implications

Pacelli, Vincenzo; Cananà, Lucianna; Chakraborti, Anirban - In: Systemic Risk and Complex Networks in Modern Financial …, (pp. 43-71). 2025

Persistent link: https://www.econbiz.de/10015101813