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VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo; Lazar, Emese; Nakata, Keiichi - In: International review of financial analysis 92 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
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Heard the news? : environmental policy and clean investments
Noailly, Joëlle; Nowzohour, Laura; Heuvel, Matthias van den - In: Journal of public economics 238 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015075676
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Bitcoin replication using machine learning
Harris, Richard D. F.; Mazibas, Murat; Rambaccussing, Dooruj - In: International review of financial analysis 93 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014543496
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Have shifts in investor tastes led the market portfolio to capture ESG preferences?
Rojo-Suárez, Javier; Alonso-Conde, Ana B. - In: International review of financial analysis 91 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014446995
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The resilience of Shariah-compliant investments : probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets
Ali, Shoaib; Naveed, Muhammad; Hanif, Hasan; Gubareva, … - In: International review of financial analysis 91 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014447051
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Connectedness between healthcare cryptocurrencies and major asset classes : implications for hedging and investments strategies
Patel, Ritesh Jayantibhai; Gubareva, Mariya; Chishti, … - In: International review of financial analysis 93 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014543529
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Geopolitical risk and stock price crash risk : the mitigating role of ESG performance
Fiorillo, Paolo; Meles, Antonio; Pellegrino, Luigi Raffaele - In: International review of financial analysis 91 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014446926
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Brand capital and debt choice
Alam, Nurul; Boubaker, Sabri; Chen, Xiaomeng; Hasan, … - In: International review of financial analysis 93 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014543538
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Welfare effects of unemployment benefits when informality is high
Liepmann, Hannah; Pignatti, Clemente - In: Journal of public economics 229 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015075259
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The "benefits" of being small : loose fiscal policy in the European Monetary Union
Crombach, Lamar; Bohn, Frank; Sturm, Jan-Egbert - In: Journal of public economics 234 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015075526