Items where Division is "Systemic Risk Centre" and Year is 2024

B

Baruník, Jozef, Bevilacqua, Mattia and Faff, Robert (2024) Dynamic industry uncertainty networks and the business cycle. Journal of Economic Dynamics and Control, 159. ISSN 0165-1889

C

Caccioli, Fabio, Ferrara, Gerardo and Ramadiah, Amanah (2024) Modelling fire sale contagion across banks and non-banks. Journal of Financial Stability, 71. ISSN 1572-3089

K

Kirtac, Kemal and Germano, Guido (2024) Sentiment trading with large language models. Finance Research Letters, 62 (Part B). ISSN 1544-6123

N

Nicolas, Maxime L.D., Desroziers, Adrien, Caccioli, Fabio and Aste, Tomaso (2024) ESG reputation risk matters: an event study based on social media data. Finance Research Letters, 59. ISSN 1544-6123