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Poster Session I


Revisiting the Assessing Market Attractiveness for Mergers and Acquisitions Index Score: The Effect of Geopolitics and ESG, Naaguesh Appadu (University of London) and Alessandro Morico (University of Bologna)

 

Who’s Afraid of Investment Screening Mechanisms?, Lorenzo Bencivelli (Bank of Italy, Rome), Violaine Faubert, Florian Le Gallo and Pauline Négrin (all, Bank of France, Paris)


Local Geopolitical Risk, Yevheniia Bondarenko, Matthias Rottner, Vivien Lewis and Yves Schueler (all, Deutsche Bundesbank, Frankfurt am Main)

 

Fixed vs. Dynamic Price Cap and Commodity Market Dynamics: The Case of EU-Russia Gas Market, Corrado Botta (University of Brescia), Roy Cerqueti (Sapienza University, Rome) and Roberto Savona (University of Brescia)

 

Dividend Restrictions and Search for Income, Esther Cáceres and Matías Lamas (both, Bank of Spain, Madrid)

 

“I’m Stranded” Transition Risk Information in CDS and Options, Umberto Cherubini, Luca De Angelis and Paolo Neri (all, University of Bologna)


Country Risk Premiums: Market Price or Market Failure?, Massimo Cingolani (European Investment Bank, Luxembourg)

 

Textual Disclosure in Prospectuses and Investors’ Security Pricing, Jörn Debener, Arved Fenner (both, University of Münster), Philipp Klein (University of Münster & University of Zürich) and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School, & CEPR)

 

The Kindness of Strangers: Brexit and Bilateral Financial Linkages, Andreas M. Fischer (LIUC & CEPR, Castellanza) and Pınar Yeşin (Swiss National Bank, Zurich)

 

A Simple Non-Parametric Approach to the Term Structure and Time Decomposition of Credit Default Swap Spreads, Santiago Forte (University Ramon Llull, ESADE, Barcelona)

 

Doom Loop, Trilemma, and Moral Hazard: Which Narrative of the Banking Union Did Stock Market Investors Buy?, Tobias Körner (University of Applied Sciences of the Deutsche Bundesbank, Hachenburg) and Michael Papageorgiou (Deutsche Bundesbank, Frankfurt am Main)

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)

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 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 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)

More Articles ...

  1. Poster Session II 2025
  2. Poster Session I 2022
  3. Poster Session II 2022
  4. Poster Session I 2021
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