In this paper, we use data from the German Socio-Economic Panel (SOEP) in the 1997-2009 period for a large sample of migrants from 84 countries in order to develop an empirical model for the propensity by migrants to remit. Our model takes into full account the intertemporal aspects of the...

The aim of this work is to introduce an innovative methodology for performing risk attribution within a multifactor risk framework. We applied this analysis to the assessment of systemic, climate, and geopolitical risks relative to a representative sample of Eurozone banks between 2011 and 2022....

This work aims to quantify climate and geopolitical tail risks for a representative sample of Eurozone publicly traded banks. By expanding on the method proposed by Acharya et al. (2012) to measure systemic risk (SRISK), we introduce two market-based metrics, climatic risk (CRISK-X) and...