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A greenwashing index
Gourier, Elise; Mathurin, Hélène - 2024
investors. They furthermore bias the estimation of stocks' beta on climate risk, distorting the estimated climate risk premium …. When accounting for greenwashing, the climate risk premium becomes small and statistically insignificant. …
Persistent link: https://www.econbiz.de/10014480177
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More risk, more information : how passive ownership can improve informational efficiency
Buss, Adrian; Sundaresan, Savitar - 2020
Persistent link: https://www.econbiz.de/10012228949
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Original sin redux : role of duration risk
Bertaut, Carol C.; Bruno, Valentina; Shin, Hyun Song - 2024
-term mitigates roll-over risk but amplifies valuation changes that further interact with currency movements. Our analysis highlights …
Persistent link: https://www.econbiz.de/10014458705
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High dimensional factor models with an application to mutual fund characteristics
Lettau, Martin - 2022
Persistent link: https://www.econbiz.de/10012887586
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The effect of macroeconomic uncertainty on household spending
Coibion, Olivier; Georgarakos, Dimitris; Gorodnichenko, … - 2021
Persistent link: https://www.econbiz.de/10012496006
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Risky oil : it's all in the tails
Baumeister, Christiane; Huber, Florian; Marcellino, … - 2024
Persistent link: https://www.econbiz.de/10014537272
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Climate risk, bank lending and monetary policy
Altavilla, Carlo; Boucinha, Miguel; Pagano, Marco; … - 2023
Persistent link: https://www.econbiz.de/10014383622
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Risks and risk premia in the US treasury market
Li, Junye; Sarno, Lucio; Zinna, Gabriele - 2023
Persistent link: https://www.econbiz.de/10014422634
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Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment
Choi, Sangyup; Furceri, Davide; Yoo, Seung Yong - 2024
Persistent link: https://www.econbiz.de/10014482966
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Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko; Huber, Florian; Marcellino, Massimiliano - 2022
Persistent link: https://www.econbiz.de/10013426600