Fund portfolio networks: A climate risk perspective
A Amzallag - International Review of Financial Analysis, 2022 - Elsevier
Within Europe, investment funds are more exposed to climate-sensitive economic sectors
than banks, insurers, and pension funds. However, few climate-related financial risk …
than banks, insurers, and pension funds. However, few climate-related financial risk …
Modelling fire sale contagion across banks and non-banks
We examine the impact of fire sales on the UK financial system through commonly held
assets across different financial sectors. In particular, we model indirect contagion via fire …
assets across different financial sectors. In particular, we model indirect contagion via fire …
Fire sale risk and credit
This paper examines whether the risk of future collateral fire sales affects lending decisions.
We study US mortgage applications and exploit exogenous variation in foreclosure frictions …
We study US mortgage applications and exploit exogenous variation in foreclosure frictions …
[HTML][HTML] The confusion of taste and consumption: Evidence from a stated-choice experiment
P Kleffel, M Muck - Journal of Behavioral and Experimental Finance, 2024 - Elsevier
In this paper, we conduct a stated-choice experiment with German retail investors to
examine how labeling sustainability information as financially material or immaterial …
examine how labeling sustainability information as financially material or immaterial …
Factors Affecting SOEs Returns in IDX
G Syamni, W Ramadhani, M Rasyidin - Jurnal Manajemen dan …, 2022 - ejurnalunsam.id
This study aims to examine the effect of corporate social responsibility programs,
fundamental and macroeconomic variables on returns in SOEs on the IDX. This study uses …
fundamental and macroeconomic variables on returns in SOEs on the IDX. This study uses …
Money market funds
A Bouveret, A Martin, PE McCabe - Research Handbook of …, 2023 - elgaronline.com
Money market funds 195 the intention of mitigating broader vulnerabilities. The severe
repercussions of runs on MMFs during the global financial crisis and at the onset of the …
repercussions of runs on MMFs during the global financial crisis and at the onset of the …
[PDF][PDF] Frankfurt School of Finance & Management and CEPR May 2024
S Steffen - 2024 - sascha-steffen.de
My research provides new and innovative perspectives on central issues facing economies
and markets. The common themes in my research center on credit markets as a source for …
and markets. The common themes in my research center on credit markets as a source for …
[PDF][PDF] Frankfurt School of Finance & Management May 2024
S Steffen - 2024 - sascha-steffen.de
My research provides new and innovative perspectives on central issues facing economies
and markets. The common themes in my research center on credit markets as a source for …
and markets. The common themes in my research center on credit markets as a source for …
[PDF][PDF] Frankfurt School of Finance & Management July 2023
S Steffen - 2023 - sascha-steffen.de
My research provides new and innovative perspectives on central issues facing economies
and markets. The common themes in my research center on credit markets as a source for …
and markets. The common themes in my research center on credit markets as a source for …
[图书][B] Bang for (breaking) the buck: Regulatory constraints and money market funds reforms
Despite substantial regulatory reforms, US and EU money market funds (MMFs)
experienced severe stress in March 2020. Funds investing in private assets such as EU Low …
experienced severe stress in March 2020. Funds investing in private assets such as EU Low …