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ESG reputation risk matters : an event study based on social media data
Nicolas, Maxime L. D.; Desroziers, Adrien; Caccioli, Fabio - In: Finance research letters 59 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014445295
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A look at financial dependencies by means of econophysics and financial economics
Raddant, M.; Di Matteo, Tiziana - In: Journal of economic interaction and coordination 18 (2023) 4, pp. 701-734
Persistent link: https://www.econbiz.de/10014422588
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Multiscaling and rough volatility : an empirical investigation
Brandi, Giuseppe; Di Matteo, Tiziana - In: International review of financial analysis 84 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013472729