Suche
Anzeige der Dokumente 1-10 von 12
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
(2012-09-01)
In this paper, we develop a state-dependent sensitivity value-at-risk (SDSVaR) approach that enables us to quantify the direction, size, and duration of risk spillovers among financial institutions as a function of the ...
Entrepreneurial Spawning: Experience, Education, and Exit
(2016-02-29)
We investigate the career dynamics of high-tech entrepreneurs by analyzing the exit choice of entrepreneurs: to act as a business angel, to found another firm, or to become dependently employed. Our detailed data from ...
Inside the ESG Ratings: (Dis)agreement and Performance
(2020-07-31)
We analyze the ESG rating criteria used by prominent agencies and show that there is a lack of a commonality in the definition of ESG (i) characteristics, (ii) attributes and (iii) standards in defining E, S and G components. ...
OTC Discount
(2020-12-08)
We document a sizable OTC discount in the interdealer market for German sovereign bonds where exchange and over-the-counter trading coexist: the vast majority of OTC prices are favorable with respect to exchange quotes. ...
MSCI ESG
MSCI ESG Ratings aim to measure a company’s resilience to long-term, financially relevant ESG risks.
Thomson Reuters
Thomson Reuters Corporation is a Canadian multinational media conglomerate.
KLD R&A
KLD Research & Analytics Inc. is an investment research firm. The Company provides investment research and compliance services, consulting services, and benchmark and strategy indexes.
MTS
MTS is one of Europe’s leading electronic fixed income trading markets, with over 500 unique counterparties and average daily volumes exceeding EUR 100 billion.