Search Results - subject_exact:"Risiko"

Exploring environmental mitigation strategies for CO₂ emissions in OECD countries : does geopolitical risk affect their effectiveness?

Zohra, Kahouli; Hasni, Radhouane; Imen, Ouerghi - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617157

When long-run trends are unknown : bond pricing implications

Ahonon, Borel; Roussellet, Guillaume - 2026

We propose a macro-finance model in which inflation, growth, and the policy rate are driven by unobservable long-run trends and transitory cycles that investors must infer from aggregate data. Their subjective estimates of these trends, and the uncertainty surrounding them, are priced into the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618078

The macroeconomic effects of AI uncertainty

Reyes, Juan Rufino M. - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618189

Analyzing the nexus between green finance, green production practices, and environmental quality in an Era of geopolitical uncertainty

Anwar, Ahsan; Abbas, Ali - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618467

Sovereign bond spreads and climate risk : an empirical analysis in the Euro Area

Capriotti, Alessio; Muzzioli, Silvia - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654388

Political participation under uncertain norms

Fetzer, Thiemo; Hensel, Lukas; Roth, Christopher; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654565

Risk perceptions and protective behaviors at the onset and outset of the covid-19 pandemic

Costa-Font, Joan; Rossello-Roig, Melcior; Rudisill, Caroline - 2026

We study the formation of risk perceptions- subjective probability beliefs- of three adverse events-COVID-19 contagion, influenza contagion, and food poisoning-at the onset and outset of the COVID-19 pandemic in the United States, using survey data. We show that perceived risk levels for...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654586

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Risk perceptions and protective behaviors at the onset and outset of the COVID-19 pandemic

Costa-Font, Joan; Rossellò-Roig, Melcior; Rudisill, … - 2026

Book / Working Paper

Impact of the longevity risk on permanent life annuity in the context of IFRS 17

Špirková, Jana; Zelinová, Silvia; Zimmermann, Pavel; … - 2026

Longevity risk - the risk that policyholders outlive expected mortality projections - poses a significant challenge to the financial sustainability of pension insurance. This paper investigates the valuation of permanent life annuities under IFRS 17, the accounting standard that fundamentally...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654680

Have we got news for you : theory and evidence on firms' optimal expected capacity utilization

Amberg, Niklas; Friberg, Richard; Liu, Xiang; Syverson, Chad - 2026

We use quarterly micro data on capacity utilization among Swedish manufacturing firms to show that idiosyncratic factors are more important than aggregate influences in explaining variation in capacity utilization across firms and over time. Idiosyncratic does not mean unpredictable, however. A...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654782

Pricing climate risks : evidence from wildfires and municipal bonds

Woongchan, Jeon; Barrage, Lint; Walsh, Kieran - 2026

How are public finances affected by climate-driven wildfire risk changes? Using high-resolution meteorological forecasts, land use data, and US municipal bond spreads, we find that municipalities facing greater future wildfire exposure already incur higher borrowing costs: A one standard...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654869

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Pricing climate risks : evidence from wildfires and municipal bonds

Woongchan, Jeon; Barrage, Lint; Walsh, Kieran - 2025

Book / Working Paper

Pricing climate risks : evidence from wildfires and municipal bonds

Woongchan, Jeon; Barrage, Lint; Walsh, Kieran - 2024

Book / Working Paper

The causal effects of tariff uncertainty on consumers' macroeconomic expectations and spending plans

Candia, Bernardo; Mitchell, James; Pfajfar, Damjan - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619007

Quantifying multiple insecurities in financial, housing, work, health and caring : trends, breakdowns by characteristics and impacts on wellbeing

McKnight, Abigail - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619059

A new model of trend inflation using disaggregates, survey expectations, and uncertainty

Tallman, Ellis W.; Zaman, Saeed - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619060

Endogenous bank risks and the lending channel of monetary policy

Araujo, Gabriela; Rivero, David; Rodríguez, Hugo - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655489

Integrated crop and cargo war risk insurance : application to Ukraine

Nagurney, Anna; Pour, Ismael; Kormych, Borys - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015459114

What if ether goes to zero? : how market risk becomes infrastructure risk in crypto

Biancotti, Claudia - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562270

Sentiment and uncertainty indices from economic news in Colombia

Mora-Quiñones, Rocío Clara A.; Orozco, Antonio; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562532

Risk structure and financial hedging in nodal electricity markets

Yang, Daniel - 2026

Since the deregulation of electricity markets in the 1990s, U.S. power grids have witnessed the creation of an increasingly diverse suite of financial instruments designed to mitigate risks caused by underlying generation and consumption patterns. However, the nature of risks is shifting rapidly...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562770

Severe weather and collateral practices

Cella, Cristina; Schubert, Valentin - 2026

Physical climate risks significantly influence banks' collateral practices. Drawing on comprehensive loan-level data from Sweden, we find that adverse weather events increase both the likelihood and the amount of collateral required for new loans. For existing loans, banks are less inclined to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015564014

Collective decisions under uncertainty : efficiency, ex-ante fairness, and normalization

Kurata, Leo; Nakamura, Kensei - 2026 - Shared: January 15, 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015564571

Reliable prediction intervals for automated rental valuations

Besien, Maarten Van - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608662

Heterogeneous impact of geopolitical risk on foreign direct investment

Matsuura, Toshiyuki; Siregar, Rizki Nauli; Narjoko, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608932

Measuring flood risk in Czechia with stress testing and a Gumbel copula based VaR

Folprecht, Marek - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609159

Uncertain climate policy as a source of macro-financial shocks : evidence from carbon futures volatility

Guidolin, Massimo; Ionta, Serena - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609451

Tax incentives, portfolio choice, and macroprudential risks

Brenzel-Weiss, Janosch; Koeniger, Winfried; … - 2026

We calibrate a lifecycle portfolio-choice model of homeowners facing uninsurable income risk to show that tax deductions for mortgage interest payments and voluntary pension contributions have sizable effects on household portfolios and macroprudential risks. The deductions reduce the after-tax...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015588093

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Tax incentives, portfolio choice, and macroprudential risks

Brenzel-Weiss, Janosch; Koeniger, Winfried; … - 2026

Book / Working Paper

Tax incentives, portfolio choice, and macroprudential risks

Brenzel-Weiss, Janosch; Koeniger, Winfried; … - 2026

Book / Working Paper

Model risk under CECL : a consumer finance perspective

Canals-Cerdá, José J. - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609899

Correcting COVID-19 risk misperceptions via information provision

Chiba, Asako; Haganuma, Kazuya; Nakata, Taisuke; Nguyen … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610060

Optimal lockdown policy with virus mutation

Batista, Quentin; Emoto, Masakazu; Maezono, Naoki; … - 2026 - This draft: January 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610062

COVID-19 risk perceptions after the end of the public health emergency

Chiba, Asako; Haganuma, Kazuya; Nakata, Taisuke; Nguyen … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610073

Legal dimensions of global AML risk assessment : a machine learning approach

Kovalchuk, Olha; Shevchuk, Ruslan; Banakh, Serhiy; … - 2026

Money laundering poses a serious threat to financial stability and requires effective national frameworks for prevention. This study investigates how the quality of legal and institutional frameworks affects the effectiveness of national anti-money laundering (AML) systems and their implications...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611262

Unveiling ESG controversy risks : a multi-criteria evaluation of whistleblowing performance in European financial institutions

Sklavos, George; Zournatzidou, Georgia; Sariannidis, … - 2026

Financial institutions face increased reputational, regulatory, and ethical risks as the frequency and complexity of Environmental, Social, and Governance (ESG) controversies increase. Whistleblowing mechanisms are essential in the context of institutional resilience and the mitigation of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611265

ESG risk and agricultural commodity integration

Gormus, Alper; Wachsman, Yoav; Gormus, Elif - 2026

This study investigates how major agricultural commodities interact with diversified U.S. equity funds, sorted by their environmental, social, and governance (ESG) risk exposure. Using daily Morningstar data on 880 U.S. equity mutual funds, we construct portfolios representing high- and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611268

The effect of economic policy uncertainty on banks : distinguishing short- and long-term effects

Ashraf, Badar Nadeem; Qian, Ningyu - 2026

The interplay between government economic policy uncertainty (EPU) and bank risk remains a key concern in the financial stability literature. This study advances the field by examining the dynamic, time-varying impact of EPU on bank risk, explicitly differentiating between short- and long-term...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611389

Cross-border banking, intragroup exposures, and risk-taking

Cuijpers, Eric; Vlahu, Razvan - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611564

Risk Propagation in the European Banking System : Amplification Effect from NBFIs and Market Risks

Valderrama, Laura - 2026

This paper applies network analysis to examine the impact of non-bank financial institutions (NBFIs) and financial market stress on contagion risk within the interbank network. Using network-based simulations on euro area banks’ supervisory data, we find that banks’ strong capital and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612591

Modernizing Palau's Financial System : Opportunities and Risks

Davico, Ricardo - 2026

Palau’s financial system faces structural challenges that inhibit effective financial intermediation, mobilization of domestic savings, and payment system efficiency. The authorities have been striving to address these challenges through digital initiatives. While these initiatives are...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612613

Barbados : Technical Assistance Report-Climate Risk Analysis

2026

The Technical Assistance (TA) mission, conducted in Bridgeton, Barbados, from July 8 to 12, 2024, supported the Central Bank of Barbados (CBB) in the integration of climate risk analysis (CRA) into its banking stress testing framework, building on prior CARTAC technical assistance. It focused on...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612669

Financial Inclusion, Credit Booms, and Financial Stability Risk

Barajas, Adolfo - 2026

Economic benefits of financial inclusion, meaning a broadening access of the population to financial services, have been studied extensively, but less is known about its potential effects on financial stability. We explore the complementarity between credit booms and episodes of rapid expansion...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612695

The macro-financial impact of economic policy uncertainty in Latin America

Aguilar, Ana; Guerra, Rafael; Müller, Carola; Tombini, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613598

Hydrogeological and credit risk : the Italian firms' physical risk-adjusted probability of default

Cugliari, Manuel; Narizzano, Simone; Vassalli, Federica - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613760

Flood risk and differential firm investment : evidence from Dakar, Senegal

Doruska, Molly J. - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614048

Systemic risk transmission in commodity markets

Georgescu, Irina - 2026

This paper investigates tail-risk transmission and asymmetric dependence in commodity markets using an asymmetric fuzzy vine copula framework applied to gold, crude oil, natural gas, and silver from 1 January 2015 to 1 January 2025, extracted from Yahoo Finance. Bootstrap-based trapezoidal fuzzy...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614141

Insuring algorithmic operations : liability risk, pricing, and risk control

Liu, Zhiyong John; Park, Jin; Wang, Mengying; Wen, He - 2026

Businesses increasingly rely on algorithmic systems and machine learning models to make operational decisions about customers, employees, and counterparties. These "algorithmic operations" can improve efficiency but also concentrate liability in a small number of technically complex, drifting...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614146

Corporate leverage and geopolitical risks : evidence from Vietnam

Vong, Thinh Nam; Thinh, Bui Tien - 2026

This study investigates the impacts of geopolitical risks on corporate leverage decisions of Vietnamese listed firms from 2017 to 2024. The research findings reveal a negative impact of geopolitical risks on both corporate leverage and short-term leverage. That is, Vietnamese listed firms...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614154

Strategizing under rule and vote uncertainty : an experiment

Prévotat, Antoine; Terzopoulou, Zoi; Zylbersztejn, Adam - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614296

Consistency in collective decision-making under uncertainty : an axiomatic approach

Gonzalez, Stéphane; Huynh, Le-Nhat-Linh - 2026 - Version of February 3, 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614301

Behavioral attenuation

Enke, Benjamin; Graeber, Thomas; Oprea, Ryan; Yang, Jeffrey - 2026

We report the results of over 30 experiments to study the elasticity of economic decisions with respect to fundamentals. Our experiments cover a broad range of domains, from choice and valuation to belief formation, from strategic games to generic optimization problems, involving investment,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614359

A VaR-based price-based unit commitment framework for generation asset valuation under electricity price risk

Chen, Shih-Ying; Lin, Kuen-Lin; Tsai, Ming-Tang - 2026

In deregulated electricity markets, Generation Companies (GENCOs) are exposed to substantial financial risk due to volatile and uncertain electricity prices. Traditional generation asset valuation approaches, which rely primarily on expected profit, fail to adequately capture downside risk under...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614368

Self-protection and self-insurance in pest management : the role of risk preferences and beliefs

Bougherara, Douadia; Nauges, Céline; Salanié, François; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614466

Systemic cyber risk

Baker, Steven D.; Lee, Michael Junho - 2026

We propose a quantitative framework to track systemic risk arising from cyber vulnerabilities of the U.S. financial system. Synthesizing financial, economic, cyber, and network data that covers thousands of financial institutions and technological firms, we develop an index that tracks...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614725