Outputs (925)

Securitization, covered bonds and the risk taking behavior of European banks (2022)
Working Paper
Arif, A., Bottazzi, L., & Pastorello, S. (2022). Securitization, covered bonds and the risk taking behavior of European banks

This study investigates the impact of securitization and the issuance of covered bonds on the credit risk taking behavior of banks. We collected data for seven major European economies for the period between 2001 and 2014, that is, both before and af... Read More about Securitization, covered bonds and the risk taking behavior of European banks.

How do local banks respond to natural disasters? (2022)
Journal Article
Do, Q. A., Phan, V., & Nguyen, D. T. (2023). How do local banks respond to natural disasters?. European Journal of Finance, 29(7), 754-779. https://doi.org/10.1080/1351847X.2022.2055969

The increasing frequency and intensity of catastrophic natural disasters have the potential to stress and imperil banks to the point of compromised viability or even bankruptcy. Using data of approximately 907 domestic/local banks and Spatial Hazard... Read More about How do local banks respond to natural disasters?.

Retrofitting existing office buildings towards life-cycle net-zero energy and carbon (2022)
Journal Article
Luo, X. (2022). Retrofitting existing office buildings towards life-cycle net-zero energy and carbon. Sustainable Cities and Society, 83, Article 103956. https://doi.org/10.1016/j.scs.2022.103956

Background Energy devices for achieving net-zero operating energy and carbon generally entails additional embodied energy and carbon during the production and disposal stages. For a building to be considered as truly life-cycle net-zero, the energy... Read More about Retrofitting existing office buildings towards life-cycle net-zero energy and carbon.

O Brasil No Inferno Global: Capitalismo E Democracia Fora Dos Trilhos (2022)
Book
Singer, A., Araujo, C., & Rugitsky, F. (Eds.). (2022). O Brasil No Inferno Global: Capitalismo E Democracia Fora Dos Trilhos. Portal de Livros Abertos da USP: Universidade de São Paulo. Faculdade de Filosofia, Letras e Ciências Humanas. https://doi.org/10.11606/9788575064085

Esta coletânea conta com textos de cientistas políticos, sociólogos e economistas reunidos, elaborados entre 2020 e 2021, em torno do Grupo de Pesquisa Pensamento e Política no Brasil, associado ao Centro de Estudos dos Direitos da Cidadania da Facul... Read More about O Brasil No Inferno Global: Capitalismo E Democracia Fora Dos Trilhos.

Weighting for employer non-response in ASHE (2022)
Working Paper
Stokes, L., Forth, J., Ritchie, F., Singleton, C., Phan, V., Bryson, A., …McKenzie, A. Weighting for employer non-response in ASHE

The Annual Survey of Hours and Earnings (ASHE) is based on a 1% sample of employee jobs and provides many of the UK’s official earnings statistics. Weights are provided with the core dataset, which adjust the profile of the annual achieved sample suc... Read More about Weighting for employer non-response in ASHE.

Unit trust performance metrics: A comparison of value, growth, and ethical fund (2022)
Thesis
Said, A. Unit trust performance metrics: A comparison of value, growth, and ethical fund. (Thesis). University of the West of England. Retrieved from https://uwe-repository.worktribe.com/output/7667929

Empirical evidence from the mutual fund industry suggests that on average, mutual fund managers do not possess stock selection abilities. Yet, there is always the possibility that traditional performance measures are not sufficient to detect such ski... Read More about Unit trust performance metrics: A comparison of value, growth, and ethical fund.

Accounting for firms in ethnicity wage gaps throughout the earnings distribution (2022)
Working Paper
Phan, V., Singleton, C., Bryson, A., Forth, J., Ritchie, F., Stokes, L., & Whittard, D. (2022). Accounting for firms in ethnicity wage gaps throughout the earnings distribution

Ethnicity wage gaps in Great Britain are large and have persisted over time. Previous studies of these gaps have been almost exclusively confined to analyses of household data, so they could not account for the role played by individual employers, de... Read More about Accounting for firms in ethnicity wage gaps throughout the earnings distribution.

Should central bank liquidity be a vehicle for fiscal disciplining? (2022)
Journal Article
Vestergaard, J., & Gabor, D. (2022). Should central bank liquidity be a vehicle for fiscal disciplining?. Cambridge Journal of Economics, 46(3), 491-509. https://doi.org/10.1093/cje/beac010

With notable exceptions, central banking scholars typically pay little attention to collateral frameworks, and therein, to the haircuts applied to the collateral assets pledged to access central bank liquidity. One such exception, Kjell Nyborg (2017)... Read More about Should central bank liquidity be a vehicle for fiscal disciplining?.

Connectedness between G10 currencies: Searching for the causal structure (2022)
Journal Article
Bettendorf, T., & Heinlein, R. (2023). Connectedness between G10 currencies: Searching for the causal structure. International Journal of Finance and Economics, 28(4), 3938-3959. https://doi.org/10.1002/ijfe.2629

This paper presents a new approach for modelling the connectedness between asset returns. We adapt the measure of Diebold and Yilmaz, which is based on the forecast error variance decomposition of a VAR model. However, their connectedness measure hin... Read More about Connectedness between G10 currencies: Searching for the causal structure.

Disclosure risks in odds ratios and logistic regression (2022)
Presentation / Conference
Derrick, B., Green, E., Ritchie, F., & White, P. (2022, April). Disclosure risks in odds ratios and logistic regression. Paper presented at Scottish Economic Society Annual Conference 2022: Special session 'Protecting confidentiality in social science research outputs', Glasgow

When publishing statistics from confidential data, there exists a risk that the statistic might inadvertently reveal confidential information. Statistical disclosure control (SDC) aims to reduce that risk to an acceptable level. Most SDC theory is co... Read More about Disclosure risks in odds ratios and logistic regression.