Similar Search Results - EconBiz

Essays in risk and asset management

Kremer, Philipp J. - 2017

Persistent link: https://www.econbiz.de/10011914203

Do Lower ESG Rated Companies Have Higher Systemic Impact? Empirical Evidence from Europe and the United States

Bax, Karoline; Bonaccolto, Giovanni; Paterlini, Sandra - 2022

In the recent years, companies have increasingly been characterized by environmental, social and governance (ESG) scores and investors like academics have raised questions concerning financial performance and investment risks. Now as the EBA has acknowledged that ESG risks can have a potential...

Persistent link: https://www.econbiz.de/10013405108

Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? : empirical evidence from Europe and the United States

Bax, Karoline; Bonaccolto, Giovanni; Paterlini, Sandra - In: Corporate social responsibility and environmental management 30 (2023) 3, pp. 1406-1420

Persistent link: https://www.econbiz.de/10014325517

Alternative methods for multivariate time series analysis with applications to US money-output data

Mittnik, Stefan - 1987

Persistent link: https://www.econbiz.de/10000775562

The prediction of down-side market risk with GARCH-stable models

Mittnik, Stefan; Paolella, Marc S.; Račev, Svetlozar T. - 1998

Persistent link: https://www.econbiz.de/10001410540

Mixed normal conditional heteroskedasticity

Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - 2002

Persistent link: https://www.econbiz.de/10001707592

Prediction of financial downside-risk with heavy-tailed conditional distributions

Mittnik, Stefan; Paolella, Marc S. - 2003

Persistent link: https://www.econbiz.de/10001788591

Stock market, interest rate and output : a model and estimation for US time series data

Chiarella, Carl; Mittnik, Stefan; Semmler, Willi; Zhu, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 1

Persistent link: https://www.econbiz.de/10001790001

Prediction of financial downside-risk with heavy-tailed conditional distributions

Mittnik, Stefan; Paolella, Marc S. - In: Handbook of heavy tailed distributions in finance, (pp. 385-404). 2003

Persistent link: https://www.econbiz.de/10001882139

Mixed normal conditional heteroskedasticity

Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - In: Journal of financial econometrics : official journal of … 2 (2004) 2, pp. 211-250

Persistent link: https://www.econbiz.de/10002214262

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