29 juil.Understanding Reputational Risks: The Impact of ESG Events on European BanksThis study analyzes the financial impact of Corporate Social Irresponsibility (CSI) events on European banks using a dataset of 11,832...
24 mars 2023Uncertainty in Systemic Risks Rankings: Bayesian and Frequentist Analysis"In this paper we propose efficient #bayesian Hamiltonian #montecarlo method for estimation of #systemicrisk#measures , LRMES, SRISK and...
7 juin 2022International Political Uncertainty and Climate Risk Premium"... we uncover the new evidence on how political uncertainty affects the riskiness of firms with high exposure to climate risk." LIRE