Katia Colaneri, Federico D’Amario, Daniele Mancinelli “Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information”
Posted in: Articolo
Tagged width: green finance, portfolio insurance
Iñaki Aldasoro, Sebastian Doerr, and Haonan Zhou, “Liquidity regulation and bank funding costs”
Bank for International Settlements, Working Paper n° 1352
Posted in: Articolo
Tagged width: banking, capital markets
Nordine Abidi, Leonardo Gambacorta, Christoffer Kok, Leonardo Madio, Ixart Miquel-Flores, and Alberto Partida, “Disciplining digital risk: evidence from cyber stress tests”
Bank for International Settlements, Working Papers n° 1351
Posted in: Articolo
Tagged width: banking, blockchain, fintech
Yevheniia Bondarenko, Nayeon Kang, Vivien Lewis, Matthias Rottner, and Yves S. Schüler “Geopolitical Risk in the Euro Area: Measurement and Transmission”
Deutsche Bundesbank, Working Paper n° 5/2026
Posted in: Articolo
Tagged width: banking, capital markets
Cara Bordier, Lukas Frei, and Simon Stalder “Dollar Dominance: A Source of Dollar Volatility?”
Swiss National Bank, Working Paper n° 5/2026
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Tagged width: banking, capital markets
Matthew Read “Shock-percentile Restrictions for SVARs”
Reserve Bank of Australia, Working Paper n° 2026-01
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Tagged width: banking, capital markets
Christian Friedrich and Laura Zhao “Patterns and Determinants of Global Cryptocurrency Flows”
Bank of Canada, Working paper 2026-15
Posted in: Articolo
Tagged width: banking, blockchain, capital markets, fintech
Mattia Bevilacqua, Jon Danielsson, Lerby Ergun, Andreas Uthemann, and Jean-Pierre Zigrand “Central Bank Crisis Interventions and the Term Structure of Market Fear”
Bank of Canada, Working paper 2026-17
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Tagged width: banking, capital markets
Brooke E. Hathhorn, Laura E. Jackson, and Michael T. Owyang “Does Uncertainty Really Predict Recessions?”
FEDERAL RESERVE BANK OF ST. LOUIS, Working Paper n° 2026-010A
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Tagged width: banking, capital markets
Celso Brunetti and Christoph Frei “Bank Regulation and the Rise of Nonbank Intermediation”
Federal Reserve Board (Board of Governors), Working Paper n° 2026-030
Posted in: Articolo
Tagged width: banking, capital markets
