Copertina

Time-Varying Volatility of Bank Betas

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Brigida, Matt
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Risk Management General Economics Economics General Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021)
di: Liao, Yun, et al.
Pubblicazione: (2023)

HSBC 1950 to 2025: Conquering the world from British Hong Kong and London
di: Mantzaris, Christopher, et al.
Pubblicazione: (2025)

HSBC until 1950: From its colonial cradle past the World Wars
di: Mantzaris, Christopher, et al.
Pubblicazione: (2025)

Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review
di: Aufiero, Sabrina, et al.
Pubblicazione: (2025)

Strategic Preemption Under Shared Catastrophic Risk: The Suicide Region and the Race to Artificial General Intelligence
di: Tan, David
Pubblicazione: (2025)

Modeling the impact of Climate transition on real estate prices
di: Sopgoui, Lionel
Pubblicazione: (2024)

Propagation of a carbon price in a credit portfolio through macroeconomic factors
di: Bouveret, Géraldine, et al.
Pubblicazione: (2023)

Sovereign Debt Default and Climate Risk
di: Barucci, Emilio, et al.
Pubblicazione: (2025)

Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
di: Olkhov, Victor
Pubblicazione: (2023)

To VaR, or Not to VaR, That is the Question
di: Olkhov, Victor
Pubblicazione: (2021)

The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector
di: Kikuchi, Tatsuru
Pubblicazione: (2026)

Credit Scores: Performance and Equity
di: Albanesi, Stefania, et al.
Pubblicazione: (2024)

Compensation-based risk-sharing
di: Dhaene, Jan, et al.
Pubblicazione: (2025)

Eco-Innovation and Earnings Management: Unveiling the Moderating Effects of Financial Constraints and Opacity in FTSE All-Share Firms
di: Sastroredjo, Probowo Erawan, et al.
Pubblicazione: (2025)

Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets
di: Zhu, Han-Yu, et al.
Pubblicazione: (2024)

Are Charter Value and Supervision Aligned? A Segmentation Analysis
di: Aparicio, Juan, et al.
Pubblicazione: (2024)

AI Thrust: Ranking Emerging Powers for Tech Startup Investment in Latin America
di: Torres, Abraham Ramos, et al.
Pubblicazione: (2024)

On the use of artificial intelligence in financial regulations and the impact on financial stability
di: Danielsson, Jon, et al.
Pubblicazione: (2023)

On the project risk baseline: integrating aleatory uncertainty into project scheduling
di: Acebes, Fernando, et al.
Pubblicazione: (2024)

The Oxford Olympics Study 2024: Are Cost and Cost Overrun at the Games Coming Down?
di: Budzier, Alexander, et al.
Pubblicazione: (2024)

Understanding the Effect of Market Risks on New Pension System and Government Responsibility
di: Das, Sourish, et al.
Pubblicazione: (2024)

Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting
di: Zimmermann, Monika, et al.
Pubblicazione: (2024)

Mitigating Financial Risk from Climate-Induced Agricultural Price Volatility
di: Das, Sourish, et al.
Pubblicazione: (2025)

Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
di: Jha, Ayush, et al.
Pubblicazione: (2025)

Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency
di: Wang, Wei, et al.
Pubblicazione: (2024)

The Gerber-Shiu Expected Discounted Penalty Function: An Application to Poverty Trapping
di: Flores-Contró, José Miguel
Pubblicazione: (2024)

The impact of Over The Top service providers on the Global Mobile Telecom Industry: A quantified analysis and recommendations for recovery
di: Awwad, Ahmed
Pubblicazione: (2021)

A calibrated model of debt recycling with interest costs and tax shields: viability under different fiscal regimes and jurisdictions
di: von der Osten, Carlo, et al.
Pubblicazione: (2025)

Phase transitions in debt recycling
di: Aufiero, Sabrina, et al.
Pubblicazione: (2024)

Geometric Brownian motion with intermittent entries and exits
di: Pal, Suvam, et al.
Pubblicazione: (2026)

Trust Dynamics in Cryptocurrency Markets: Centralized vs. Decentralized Exchanges
di: Wu, Xintong, et al.
Pubblicazione: (2024)

Impact IRR: Leveraging Modern Portfolio Theory to Define Impact Investments
di: Soliman, Daniel
Pubblicazione: (2025)

Market-Based Probability of Stock Returns
di: Olkhov, Victor
Pubblicazione: (2023)

Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks
di: Olkhov, Victor
Pubblicazione: (2025)

Unwitting Markowitz' Simplification of Portfolio Random Returns
di: Olkhov, Victor
Pubblicazione: (2025)

Market-Based Variance of Market Portfolio and of Entire Market
di: Olkhov, Victor
Pubblicazione: (2025)

Market-Based "Actual" Returns of Investors
di: Olkhov, Victor
Pubblicazione: (2023)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
di: Hirayama, Kenichi, et al.
Pubblicazione: (2019)

Budget Forecasting and Integrated Strategic Planning for Leaders
di: Salehi, Matt
Pubblicazione: (2025)

Contagion Effects of the Silicon Valley Bank Run
di: Choi, Dong Beom, et al.
Pubblicazione: (2023)