Revistas
Artículos
Publicaciones
Documentos
REVISTA
Econometrics
TODAS
Redirigiendo al acceso original de articulo en
20
segundos...
Inicio
/
Econometrics
/
Vol: 5 Núm: 2 Par: June (2017)
/
Artículo
ARTÍCULO
TITULO
Dependence between Stock Returns of Italian Banks and the Sovereign Risk
Fabrizio Durante
Enrico Foscolo and Alex Weissensteiner
Resumen
s-
Acceso
PÁGINAS
NÚMERO
Volumen: 5 Número: 2 Parte: June (2017)
MATERIAS
ECONOMÍA
REVISTAS SIMILARES
Jurnal Economia
Forecasting
International Journal of Financial Studies
DOI
https://doi.org/10.3390/econometrics5020023
Artículos similares
Quantifying Foreign Exchange Risk in the Selected Listed Sectors of the Johannesburg Stock Exchange: An SV-EVT Pairwise Copula Approach
Acceso
Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
ver más
Revista:
International Journal of Financial Studies
Volatility Spillover Effects of the US, European and Chinese Financial Markets in the Context of the Russia?Ukraine Conflict
Acceso
Mohamed Beraich, Karim Amzile, Jaouad Laamire, Omar Zirari and Mohamed Amine Fadali
The present study aims to investigate the volatility spillover effects in the international financial markets before and during the Russia?Ukraine conflict. The subject of this paper is the study of the influence of the recent war between Russia and Ukra...
ver más
Revista:
International Journal of Financial Studies
Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method
Acceso
Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India, P...
ver más
Revista:
International Journal of Financial Studies
Diffusion of Solar PV Energy in the UK: A Comparison of Sectoral Patterns
Acceso
Anita M. Bunea, Mariangela Guidolin, Piero Manfredi and Pompeo Della Posta
The paper applies innovation diffusion models to study the adoption process of solar PV energy in the UK from 2010 to 2021 by comparing the trajectories between three main categories, residential, commercial, and utility, in terms of both the number of i...
ver más
Revista:
Forecasting
Corporate Social Responsibility Risk and Firm Performance: A Network Perspective
Acceso
Jiaqi Luo, Mingxiao Bi and Dandan Jia
This study explored how corporate social responsibility (CSR) risk, social networks, and firm performance interacted in light of resource dependence theory and information asymmetry theory to bridge the literature gap between CSR risk and firm performanc...
ver más
Revista:
International Journal of Financial Studies
Revistas destacadas
Infrastructures
Informed Infraestructure
BiT
Revista de la Construcción
Ver todas las revistas