• Può una banca centrale salvare il pianeta?
Nabil Bouamara, Kris Boudt, Sébastien Laurent and Christopher J. Neely, “Sluggish news reactions: A combinatorial approach for synchronizing stock jumps”

Federal Reserve Bank of St. Louis, Working paper n° 2024-006B

10 ore fa

Abstract: Stock prices often react sluggishly to news, producing gradual and delayed jumps. ...more »
Sami Alpanda and Serdar Kabaca, “Portfolio Rebalancing Channel and the Effects of Large-Scale Stock and Bond Purchases”

Bank of Canada, Working paper n° 2025-38

10 ore fa

Abstract: We quantify the effects of large-scale stock purchases by a central bank and compare these to bond purchases, using an estimated dynamic stochastic ...more »
Gerardo Ferrara and Helene Hall, “The value of trading relationships in FX derivatives: evidence from Credit Suisse’s collapse”

Bank of England, Working paper n° 1154

10 ore fa

Abstract: Using granular transaction-level data, this paper investigates the characteristics and implications of dealer-client trading relationships in ...more »
Sandra Batten and Stephen Millard, “Productivity implications of the move to net zero”

Bank of England, Working Paper n° 1171

10 ore fa

Abstract: In this paper, we use a dynamic general equilibrium model to examine the effect of the move to net zero in the United Kingdom on productivity. One argument is that the transition is likely ...more »
Danish Us-Salam, “Mitigating Vulnerability: The Role of Risk Warnings, Information Order & Salience in Crypto Assets”

Central Bank of Ireland, Working paper n° 9

10 ore fa

Abstract: The growing popularity of crypto assets has driven increased engagement, often fuelled by promotional content that highlights past returns while ...more »
Giulio Mazzolini, Dilyara Salakhova, Margherita Giuzio and Sujit Kapadia, “Sustainability labels vs. reality: how climate-friendly are green and ESG funds?”

European Central Bank, Working Paper n° 3121

10 ore fa

Abstract: This paper assesses the environmental performance of sustainability-related investment funds compared to ...more »
Fabio Fornari, Daniele Pianeselli and Andrea Zaghini, “Environmental score and bond pricing: it better be good, it better be green”

European Central Bank, Working Paper n° 3176

10 ore fa

Abstract: We provide empirical evidence that the pricing of green bonds tends to be highly sophisticated and based on a two-tiered approach. When ...more »
Anna Amirdjanova, David Lynch and Anni Zheng, “Initial Margin for Crypto Currencies Risks in Uncleared Markets”

Federal Reserve Board, Washington, D.C., Working n° 2026-009

10 ore fa

Abstract: We examine prospective classification of crypto currencies risks within the ISDA Standardized Initial Margin Model (SIMM) framework for ...more »