This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis events, the Asian crisis of 1997 and the 2008 global financial crash. We investigate the trading behaviour of domestic vs. foreign and institutional vs. individual investors. Our...

This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis events, the Asian crisis of 1997 and the 2008 global financial crash. We investigate the trading behaviour of domestic vs. foreign and institutional vs. individual investors. Our...

This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis events, the Asian crisis of 1997 and the 2008 global financial crash. We investigate the trading behaviour of domestic vs. foreign and institutional vs. individual investors. Our...

This paper analyses macroeconomic and financial determinants of bad loans applying a SVAR approach to investigate whether excessive loans granted during expansionary phases can explain the more than proportional increase in non-performing loans during contractionary periods. The results indicate...

This paper provides new evidence on the contribution of local banking to local economic growth (i.e. at county level - the Italian "province") in Italy. A comprehensive dataset is used, which includes control variables for social capital and human capital as well as indicators of the quality of...

This paper provides new evidence on the contribution of local banking to local economic growth (i.e. at county level - the Italian "province") in Italy. A comprehensive dataset is used, which includes control variables for social capital and human capital as well as indicators of the quality of...

This paper provides new evidence on the contribution of local banking to local economic growth (i.e. at county level - the Italian "province") in Italy. A comprehensive dataset is used, which includes control variables for social capital and human capital as well as indicators of the quality of...

This paper provides new evidence on the contribution of local banking to local economic growth (i.e. at county level - the Italian "province") in Italy. A comprehensive dataset is used, which includes control variables for social capital and human capital as well as indicators of the quality of...

This paper examines the impact of transition and physical climate risk on stock markets using, for the first time in this context, the annual CCPI index calculated by Germanwatch as well as its components (in addition to a wide range of other indices) for 48 countries from 2007 to 2023....

This study provides new evidence on the impact of climate physical risk (as measured by the Global Climate Risk Index (CRI) from Germanwatch) on stock market returns. Specifically, a panel model with fixed effects is estimated using annual data from 2007 to 2021 for a set of 65 countries as well...