This paper examines the impact of financial sector policy announcements on bank stocks
around the world during the onset of the COVID-19 crisis. Overall, we find that liquidity …

This study aims to explore how e-government services can be enhanced through the
application of artificial intelligence (AI) and the Internet of Things (IoT). Specifically, it seeks …

Stock market forecasting has been a subject of interest for many researchers; the essential
market analyses can be integrated with historical stock market data to derive a set of …

Enthusiasm for “greening the financial system” is welcome, but a fundamental challenge
remains: financial decision makers lack the necessary information. It is not enough to know …

We show that after the start of the euro area sovereign debt crisis, lending by non-GIIPS
European banks with sizeable holdings of GIIPS sovereign bonds declined relative to …

European banks became a source of risk to global financial markets during the financial
crisis and attention to the European banking sector increased during the sovereign debt …

In the context of the European crisis, we show that the security portfolio of banks plays an
important role in the propagation of financial shocks across countries. Using Italian loan …

We propose a framework for estimating time-varying systemic risk contributions that is
applicable to a high-dimensional and interconnected financial system. Tail risk …

We examine the implications of the sovereign debt tensions on the Italian credit market by
estimating the effect of the 10-year BTP-Bund spread on a wide array of bank interest rates …

The notion that some banks are “too big to fail” builds on the premise that governments will
offer support to avoid the adverse consequences of their disorderly failures. However, this …