Vine copula based dependence modeling in sustainable finance
Czado, Claudia, Bax, Karoline, Sahin, Özge, Nagler, Thomas, Min, Aleksey, Paterlini, Sandra
Published in The Journal of finance and data science (01.11.2022)
Published in The Journal of finance and data science (01.11.2022)
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Journal Article
Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States
Bax, Karoline, Bonaccolto, Giovanni, Paterlini, Sandra
Published in Corporate social-responsibility and environmental management (01.05.2023)
Published in Corporate social-responsibility and environmental management (01.05.2023)
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Journal Article
Environmental, social, and governance factor and financial returns: what is the relationship? Investigating environmental, social, and governance factor models
Bax, Karoline, Broccardo, Eleonora, Paterlini, Sandra
Published in Current opinion in environmental sustainability (01.02.2024)
Published in Current opinion in environmental sustainability (01.02.2024)
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Journal Article
Spillovers in Europe: The role of ESG
Bax, Karoline, Bonaccolto, Giovanni, Paterlini, Sandra
Published in Journal of financial stability (01.06.2024)
Published in Journal of financial stability (01.06.2024)
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Journal Article
ESG, risk, and (tail) dependence
Bax, Karoline, Sahin, Özge, Czado, Claudia, Paterlini, Sandra
Published in International review of financial analysis (01.05.2023)
Published in International review of financial analysis (01.05.2023)
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Journal Article
Vine Copula based Portfolio Level Conditional Risk Measure Forecasting
Sommer, Emanuel, Bax, Karoline, Czado, Claudia
Published in Econometrics and statistics (01.08.2023)
Published in Econometrics and statistics (01.08.2023)
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Journal Article
Sustainability transmission through focal nodes in supply chain networks
Bax, Karoline, Müller, Sebastian, Paterlini, Sandra
Published in Finance research letters (01.12.2023)
Published in Finance research letters (01.12.2023)
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Journal Article
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology
Sahin, Özge, Bax, Karoline, Paterlini, Sandra, Czado, Claudia
Published in Global finance journal (01.05.2023)
Published in Global finance journal (01.05.2023)
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Journal Article