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Transition versus physical climate risk pricing in European financial markets : a text-based approach

Bua, Giovanna; Kapp, Daniel; Ramella, Federico; … - 2022

the industry they operate in. We find that firm level information appears to be used as a gauge for transition risk, in …

Persistent link: https://www.econbiz.de/10013271146

Rescue costs and financial risk

Estrada, Fernando - Volkswirtschaftliche Fakultät, … - 2014

Following Taleb/Tapiero (2009) , the hypotheses are contrasted based on partial information of firms had losses …

Persistent link: https://www.econbiz.de/10011108272

Physical and transition risk premiums in euro area corporate bond markets

Bats, Joost Victor; Bua, Giovanna; Kapp, Daniel - 2024

The European Union plays a prominent role in climate regulations initiatives, this commitment likely implies that climate risk premiums look different in Europe compared to the rest of the world. This paper examines the pricing implications of climate risks in euro area corporate bond markets,...

Persistent link: https://www.econbiz.de/10014484474

Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca

El Bouhadi, A.; Ounir, A.; El Maguiri, M. - Volkswirtschaftliche Fakultät, … - 2008

In this paper, we try to build an efficient portfolio among four possible portfolios based on the some 31 Casablanca listed shares. Our analysis concerns the risk which arises from the Markowitz mean-variance approach. Our work method will be implemented as following: first of all, we will test...

Persistent link: https://www.econbiz.de/10008490562

Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca

Abderrazik, Amal; Boutkardine, Mehdi; Bahi, El; Houda, … - Volkswirtschaftliche Fakultät, … - 2008

The management of financial risks, which is a branch of financial theory, is defined as a process that begins with risk factors identification, continues with measurement of risk and concludes with the coverage of that risk. This work focuses on the second phase of management process, namely the...

Persistent link: https://www.econbiz.de/10008776864

Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45

Pasaribu, Rowland Bismark Fernando - Volkswirtschaftliche Fakultät, … - 2010

As reaction from market inefficient specified about information distribution, all market participant trying to reduce …

Persistent link: https://www.econbiz.de/10011110273

An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT W...

Kamaruzdin, Thaqif; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014

Islamic Finance as an industry in recent times has been celebrated for its stability and resilience. With the philosophy of risk sharing and strict rules governing its activities to be in line with Islamic Law (the Shariah), the industry is seen as an alternative to the conventional finance with...

Persistent link: https://www.econbiz.de/10011113217

ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty

Fernandes, Cecilia Melo - 2021

uncertainty and sheds light on how central bank information shocks operate. The paper finds that ECB communication of new outlook … information not only reduces professional forecasters' disagreement (i.e., the cross-sectional dispersion of their average point … bank information acts as a "coordination device" able to influence opinions and actions. Most importantly, it generates a …

Persistent link: https://www.econbiz.de/10012603073

Knightian uncertainty and credit cycles

Gerba, Eddie; Żochowski, Dawid - 2017

facts as an information friction, whereby agents are uncertain about a new state of the economy following a financial …

Persistent link: https://www.econbiz.de/10011656163

Securities transaction tax and the stock market– an Indian experience

Sinha, Pankaj; Mathur, Kritika - Volkswirtschaftliche Fakultät, … - 2012

This paper studies the effect of Securities Transaction Tax (STT) on the behavior of the returns on the Indian stock market using a switching first order autocorrelation model. It is found that an increase in STT doesn’t influence the return on American Depository Receipts (ADRs) which are...

Persistent link: https://www.econbiz.de/10011259967