Via Nazionale 91
Rome, 00184
Italy
Bank of Italy
Jumps, Contagion, Hawkes process, high-frequency data
remittances, immigration, informal flows, travel costs
ESG scores, COVID-19, bond yield spreads, risk channel, non-pecuniary channel
shale oil, futures, risk premium, hedging, speculation, limits to arbitrage
benchmark indices, international portfolio flows, China
dynamic risk management, hedging, derivatives, shale revolution, oil price collapse
SFDR; Morningstar sustainability rating, mutual funds, sustainability labels, entropy balancing method
financial condition index, emerging markets, Google search, principal component analysis, VAR, quantile regressions
early warning system, default, less significant institutions, CAMELS, banking supervision
immigration, informal flows, remittances, travel costs
G12, G23, G32, G4