Cannaregio 873
Venice, 30121
Italy
Ca' Foscari University of Venice
SSRN RANKINGS
in Total Papers Downloads
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Corporate Social Responsibility, ESG Rating Agencies, Sustainable Investments
Environmental, social, and governance factors (ESG); credit risk; debt cost; equity cost; sovereign bonds; portfolio management
climate change; transition risk; credit risk; credit default swap; emissions trading system (ETS); financial markets
Entropy, systemic risk measures, early warning indicators, aggregation
[comPublic financial news, Stock market, NLP, Dictionary, LSTM neural net- works, Investor sentiment, S&P 500ma separated]
Mortgages, Energy Efficiency, Credit Risk
Performance Measure, Omega, Return Distribution, Risk, Stochastic Dominance
Meme stocks, Social media, Social trading, Cointegration, Regime switching
Granger Causality, Hong test, DCC-GARCH, Oil market, COVID-19
Systemic Risk, Risk Measurement, VaR, ΔCoVaR, Oil, Financial Institutions, Petroleum-based Economies
VAR estimation, Financial Networks, Bayesian inference, Sparsity, Spike-and-Slab prior, Stochastic Search Variable Selection, Expectation-Maximisation
Systemic Risk, Financial Institutions, Network Communities, Financial Crises
COVID-19, Coronavirus, Social Media data, Google Trends, Financial markets
investment decision, behavioral agents, mixture model, behavioral expectations
credit scoring; probability of default; small and medium enterprises; assetbacked securities
performance measures, combining performance measures, portfolio
Multilayer networks, financial markets, COVID-19
performance measures, combining performance measures, portfolio allocation, equity screening, differential evolution
learner agent, investment decision, behavioral agents, Bayesian updating
Energy efficiency, Energy Performance Certificate, Machine learning, Tree-based models, big data
Cay, Trend, State-Space Model
combining performance measures, portfolio allocation, learning agent process
Bayesian inference; International relationships; Multilayer networks; Spatial autoregressive model; Time-varying networks; Stochastic volatility
COVID-19 news, Sentiment Analysis, Stock Markets