Ginestroni, Marazzina, Rosamilia “Returns under the lens: the role of ESG factors in return forecasting”
Posted in: Articolo
Giu
30
2026
Simone Casellina, Gaetano Chionsini, Raphael M. Kopp and Maroua Riabi, “SYSTEMATIC BACKTESTING OF PROBABILITY OF DEFAULT MODELS WITH REGULATORY DATA”
European Banking Authority, Working Paper n° 24-4/2026
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Giu
25
2026
Tagged width: banking, capital markets
Susanne Griebsch and Andreas Röthig, “Bivariate sudden stop analysis of equity and bond fund flows to emerging markets using isolation forest”
Deutsche Bundesbank, Working Paper n° 15/2026
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Giu
25
2026
Tagged width: capital markets
Boris Hofmann, Matthias Kaldorf and Matthias Rottner, “The macroeconomics of stablecoins”
Bank for International Settlements, Working Paper n° 1363
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Giu
25
2026
Tagged width: blockchain, capital markets, fintech
Fan Dora Xia and Omar Zulaica, “Embracing carbon uncertainty in portfolio construction”
Bank for International Settlements, Working Paper n° 1362
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Giu
25
2026
Tagged width: banking, capital markets
Yuteng Cheng, Jonathan Chiu, Mohammad Davoodalhosseini and Janet Hua Jiang, “Data Externalities, Market Power, and the Optimal Design of Central Bank Digital Currencies”
Bank of Canada, Working paper n° 2026-21
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Giu
25
2026
Tagged width: banking, blockchain, fintech
Thomas Lustenberger, Enzo Rossi and Anna Zeitz, “Central bank communication: New data and stylized facts from a century of Fed speeches”
Swiss National Bank, Working Paper n° 6/2026
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Giu
25
2026
Tagged width: banking, capital markets
Walter Beckert, Peter Eccles and Paolo Siciliani, “Capital requirements and process innovation”
Bank of England, Working Paper n° 1,188
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Giu
25
2026
Tagged width: banking, capital markets
Negar Mohammadi Jazi and Felipe Netto, “Asymmetric information and capital regulation in SME lending:a structural model of bank and non-bank competition”
Bank of England, Working paper n° 1,191
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Giu
25
2026
Tagged width: banking, capital markets
Franz Hamann, Juan C. Mendez-Vizcaino, Enrique G. Mendoza and Paulina Restrepo-Echavarria, “Natural Resources and Sovereign Risk in Emerging Economies: A Curse and a Blessing”
FEDERAL RESERVE BANK OF ST. LOUIS, Working paper n° 2018-032E
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Giu
25
2026
Tagged width: banking, capital markets
