GRETA.it GRETA.it

Sidebar

  • General information
    • Sponsors & Auspices
    • Keynote speakers
    • Agenda 2020
    • Venue
    • Registration
    • Committees
    • All CREDIT Events
  • Technical information
    • Call for papers
    • Important dates
    • Author Instructions
  • Travel & Lodging
    • Accommodation
    • Social Programme
  • General information
    • Sponsors & Auspices
    • Keynote speakers
    • Agenda 2020
    • Venue
    • Registration
    • Committees
    • All CREDIT Events
  • Technical information
    • Call for papers
    • Important dates
    • Author Instructions
  • Travel & Lodging
    • Accommodation
    • Social Programme

Uncategorised

Poster Session II


Compounding Political and Energy Risks: A Clustered Stochastic covol Model, Ovielt Baltodano López (Ca’ Foscari University of Venice), Monica Billio (Ca’ Foscari University of Venice), Roberto Casarin (Ca’ Foscari University of Venice), Michele Costola (Ca’ Foscari University of Venice)

 

Is Gold a High-Quality Liquid Asset?, Dirk G. Baur (University of Western Australia Business School), David Gornall (World Gold Council), Lai T. Hoang (University of Western Australia Business School), and Johan Palmberg (University of Western Australia Business School)

 

Nonbank Lending, Private Firms, and Credit Cycles, Sevket Camoglu (Ca' Foscari University of Venice), Stefano Colonnello (Ca' Foscari University of Venice & Halle Institute for Economic Research (IWH)), and Michael Koetter (Otto-von-Guericke University Magdeburg & Halle Institute for Economic Research (IWH))

 

Crash Narratives and Predictability, John Cotter (University College Dublin), Richard McGee (University College Dublin, Dublin), and Xiaomeng Wang (University College Dublin)

 

Geopolitical Risk and European Bank Lending: Evidence from the Syndicated Loan Market, Tobias Deblauwe (Ghent University), and Rudi Vander Vennet (Ghent University)

 

Beyond Banks: Lender Heterogeneity in Monetary Policy Pass-Through, Roman Goncharenko (Central Bank of Ireland and KU Leuven), and Elizaveta Lukmanova (Central Bank of Ireland and KU Leuven)

 

Towards a Common Backstop for the European Banking System? Market Expectations About the European Stability Mechanism, Nils Holm (Deutsche Bundesbank) and Tobias Körner (Deutsche Bundesbank)

 

Geopolitical Risk, Cost of Equity, and Lending: Evidence from the Ukrainian War, Emiel Sanders (Ghent University), and Rudi Vander Vennet (Ghent University)

Poster Session I


Are Bad Governments a Threat to Sovereign Defaults? The Effects of Political Risk on Debt Sustainability, Samantha Ajovalasit (University of Palermo), Andrea Consiglio (University of Palermo), Giovanni Pagliardi (BI Norwegian Business School), Stavros A. Zenios (Bruegel)

 

AI-driven Environmental Sentiment of EU Climate Benchmarks: The Hidden Volatility of Sustainable Assets, Francesca Battaglia (University of Napoli Parthenope), Michele Ippolito (University of Napoli Parthenope), Giorgia Rivieccio (University of Napoli Parthenope), and Gabriele Sampagnaro (University of Napoli Parthenope)

 

The Impact of Climate Litigation Risk on Firms’ Cost of Bank Loans, Andreas Beyer (European Central Bank), and Lorenzo Nobile (European Central Bank)

 

Drowning in Debt? Forbearance Policies and Mortgage Defaults in European Flood Zones, Monica Billio (Ca’ Foscari University of Venice), Alfonso Dufour (University of Reading), Runhua Pan (University of Reading), and Simone Varotto (University of Reading)

 

The Puzzle of ESG Fund Fees, Aaron J. Black (University of St. Gallen & Swiss Finance Institute), and Julian F. Kölbel (University of St. Gallen, MIT & Swiss Finance Institute)

 

Extending Risk Horizons: Impact of Carbon Emissions on Firm Default Risk Based on Global Panel Data, Masayasu Kanno (Nihon University)

 

Mutual Funds’ Appetite for Sustainability in European Auto ABS, Carmelo Latino (Leibniz Institute for Financial Research SAFE), Loriana Pelizzon (Leibniz Institute for Financial Research SAFE), Max Riedel (Leibniz Institute for Financial Research SAFE), and Yue Wang (Leibniz Institute for Financial Research SAFE)

 

Crisis-Proofing Heterogeneous Banks, Marcella Lucchetta (Ca’ Foscari University of Venice)

 

DLT meets ESG: Does Blockchain Spur Sustainability Outcomes?, Zhige Yu (Xiamen University)

Poster Session I


Tracking-based Green Portfolio Optimization, Diana Barro (Ca’ Foscari University of Venice), Marco Corazza (Ca’ Foscari University of Venice), and Gianni Filograsso (Ca’ Foscari University of Venice)

 

Returns and Determinants of Green Investments, Sergey S. Barabanov (University of St. Thomas, St. Paul)

 

Corporate Climate Postures, Thomas Cauthorn (University of Kassel), Samuel Drempetic (University of Kassel & the Steyler Ethik Bank), Andreas G.F. Hoepner (University College Dublin & the European Commission’s Platform for Sustainable Finance), Christian Klein (University of Kassel), and Adair Morse (University of California Berkeley & NBER)

 

Climate Policy with Unintended Consequences and Strategic Unawareness, Lorán Chollete (Jack Welch College of Business and Technology & the Unintended Consequences Lab) and Sharon Harrison (Barnard College & the Unintended Consequences Lab)

 

ESG Incidents and Fundraising in Private Equity, Teodor Duevski (HEC Paris), Chhavi Rastogi (World Bank Group), and Tianhao Yao (Singapore Management University)

 

Mutual Funds’ Appetite for Sustainability in European Auto ABS, Carmelo Latino (Leibniz Institute for Financial Research SAFE, Frankfurt am Main), Loriana Pelizzon (Leibniz Institute for Financial Research SAFE, Frankfurt am Main, Ca’ Foscari University of Venice & CEPR), Max Riedel (Leibniz Institute for Financial Research SAFE, Frankfurt am Main) and Yue Wang (Leibniz Institute for Financial Research SAFE, Frankfurt am Main)

 

Desert Dust Storms: Insurability and Financial Solutions, Andreas Milidonis (University of Cyprus), Marina Solomou (University of Cyprus), Panayiotis Kouis (University of Cyprus) and Petros Mouzourides (University of Cyprus)

 

Market Concentration, Capital Misallocation, and Asset Pricing, Thu N.M. Nguyen (University of Amsterdam)

 

Blame It on the Weather: Market Implied Weather Volatility and Firm Performance, Joon Woo Bae (Case Western Reserve University), Yoontae Jeon (McMaster University), Stephen Szaura (BI Norwegian Business School) and Virgilio Zurita (Baylor University)

Poster Session II


The Puzzle of Carbon Allowance Spread, Michele Azzone (Politecnico di Milano), Roberto Baviera (Politecnico di Milano) and Pietro Manzoni (Politecnico di Milano)

 

Denoising ESG: Quantifying Data Uncertainty from Missing Data with Machine Learning and Prediction Intervals, Sergio Caprioli (Intesa Sanpaolo S.P.A., Milan), Jacopo Foschi (Intesa Sanpaolo S.P.A., Turin), Riccardo Crupi (Intesa Sanpaolo S.P.A., Turin), and Alessandro Sabatino (Intesa Sanpaolo S.P.A., Turin)

 

Everyone Wants an Electric Vehicle! Exploring the New Drivers of EV Adoption, Aoife Claire Fitzpatrick (SAFE & Goethe University Frankfurt)

 

Masters of Illusion: How Much do Banks Hide?, Roman Goncharenko (Central Bank of Ireland & KU Leuven), and Elizaveta Lukmanova (Central Bank of Ireland & KU Leuven)

 

Learning Production Process Heterogeneity: Implications of Machine Learning for Corporate M&A Decisions, Jongsub Lee (Seoul National University), and Hayong Yun (Michigan State University)

 

Fake News and Options Trading, Thorsten Lehnert (University of Luxembourg)

 

Are Sovereign Debts Sustainable under Energy Transition?, Veronica Mammetti (Sapienza University of Rome), Stavros A. Zenios (Durham University & University of Cyprus) and Giacomo Morelli (Sapienza University of Rome)

 

Financial Stability: Whatever It Takes? A New Channel for Banks' Failure, Riccardo Mattiello (Ca' Foscari University of Venice & The University of Warwick)

 

Alternative Data and Sustainability: GHG Nowcasting for Realtime Estimations, Sabrina Stella (Modefinance, Trieste), Louis Barlascini (Modefinance, Trieste) and Valentino Pediroda  (Modefinance, Trieste)

 

Is Energy Efficiency Credit Relevant?, Ludovic Thebault (European DataWarehouse) and Usman Jamil (European DataWarehouse)

 

Bank Overdrafts, Inattention, and Household Financial Distress, Sjoerd van Bekkum (Erasmus University Rotterdam) and Haikun Zhu (China Europe International Business School)

 

The Artificial Intelligence Premium, Runfeng Yang (Ca’Foscari University of Venice), Yufeng Mao (University of Padova), Massimiliano Caporin (University of Padova) and Juan-Angel Jimenez-Martin (Universidad Complutense de Madrid)

Poster Session II


Climate Protection Gap: Evidences for Public Finances and Insurance Premiums, Mario Bellia, Francesca Erica Di Girolamo, Andrea Pagano and Marco Petracco Giudici (all, European Commission, Joint Research Centre, Ispra)

 

Back-testing Credit Risk Parameters on Low Default Portfolios: A Bayesian Approach with an Application to Sovereign Risk, Sergio Caprioli (Intesa Sanpaolo, Milan) and Riccardo Cogo (Intesa Sanpaolo, MIlan & University of Milano-Bicocca)


Climate Physical Risk, Transition Spillovers and Fiscal Stability: An Application to Barbados, Régis Gourdel (Ca’ Foscari University of Venice & Vienna University of Economics and Business) and Irene Monasterolo (EUtrecht University)


Global Corporate Default Risk Factors: Frailty and Spillover Effects, Yanru Lee (University of North Carolina at Chapel Hill)

 

The EU Taxonomy and Equity Markets, Laura Marinelli (Ca’ Foscari University of Venice) and Stefano Battiston (Ca’ Foscari University of Venice & University of Zurich)

 

Circular Economy, Non-financial Disclosure and Default Risk in European Companies, Claudio Zara and Luca Bellardini (both, Bocconi University)

Altri articoli...

  1. Poster Session I 2023
  2. Poster Session I 2022
  3. Poster Session II 2022
  4. Poster Session II 2021
  1. Sei qui:  
  2. Home
  3. Travel & Lodging
  4. Uncategorised

        

This website uses cookies to manage authentication, navigation, and other functions. By using our website, you agree that we can place these types of cookies on your device.

View Privacy Policy

View e-Privacy Directive Documents

View GDPR Documents

You have declined cookies. This decision can be reversed.

You have allowed cookies to be placed on your computer. This decision can be reversed.

 
All rights reserved. Designed by Greta.it. Bootstrap is a front-end framework of Twitter, Inc. Code licensed under Apache License v2.0. Font Awesome font licensed under SIL OFL 1.1.
Powered By T3 Framework

This website uses cookies to manage authentication, navigation, and other functions. By using our website, you agree that we can place these types of cookies on your device.

  • View Privacy Policy
  • View e-Privacy Directive Documents
  • View GDPR Documents