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The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios
Craig, Ben R.; Giuzio, Margherita; Paterlini, Sandra - 2019
Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the sovereign bond portfolios of the major European banks....
Persistent link: https://www.econbiz.de/10011992507
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Essays in risk and asset management
Kremer, Philipp J. - 2017
Persistent link: https://www.econbiz.de/10011914203
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Dynamic network analysis of North American financial institutions
Liu, Shaowen; Caporin, Massimiliano; Paterlini, Sandra - In: Finance research letters 42 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10014581325
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The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios
Craig, Ben R.; Giuzio, Margherita; Paterlini, Sandra - 2020
Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the sovereign bond portfolios of the major European banks....
Persistent link: https://www.econbiz.de/10012197781
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The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios
Craig, Ben R.; Giuzio, Margherita; Paterlini, Sandra - 2019
Persistent link: https://www.econbiz.de/10012060359
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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
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Climate risk in finance : unveiling transition risk exposure in green vs. brown companies
Broccardo, Eleonora; Trevisiol, Andrea; Paterlini, Sandra - In: Journal of sustainable finance & investment 14 (2024) 2, pp. 237-257
Persistent link: https://www.econbiz.de/10014563816
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Macroeconomic forecasting using pooled international data
Mittnik, Stefan - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 205-208
Persistent link: https://www.econbiz.de/10001086690
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Memorandum on a new financial architecture and new regulations
Ghilarducci, Teresa; Nell, Edward J.; Mittnik, Stefan; … - In: Investigación económica : revista de la Faculdad de … 68 (2009), pp. 147-161
Persistent link: https://www.econbiz.de/10003820003