Publications

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Les conflits d’intérêts, avant tout une affaire d’interprétation

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Public Attention to Environmental Issues and Stock Market Returns

Khaled GUESMI, Imane EL OUADGHIRI, Jonathan PEILLEX, Andreas ZIEGLER

This paper empirically examines the effect of public attention to climate change and pollution on the weekly returns on US sustainability stock indices (i.e. the DJSI US and the FTSE4Good USA Index) in comparison to their conventional parent indices (i.e. the S&P 500 Index and the FTSE USA).

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The cost of banking crises: Does the policy framework matter?

This paper empirically investigates how the stringency of monetary, fiscal and exchange rate policy frameworks impacts the expected cost of banking crises.

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A Self-Tuning Model for Smart Manufacturing SMEs: Effects on Digital Innovation

Manlio DEL GIUDICE, V SCUOTTO, A PAPA, S. Y. TARBA, S. BRESCIANI, M. WARKENTIN
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Annual report readability and the cost of equity capital

Hatem RJIBA, S. SAADI, S. BOUBAKER, X. DING
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Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis

Stephane GOUTTE, John GOODELL

We apply wavelet methods to daily data of COVID-19 world deaths and daily Bitcoin prices from 31th December 2019 to 29th April 2020. We find, especially for the period post April 5, that levels of COVID-19 caused a rise in Bitcoin prices.

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Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes

This paper examines the dynamic short- and long-run asymmetric interactions and causality between real economic activity and stock and gold markets volatility shocks using both the cointegration Nonlinear Autoregressive Distributed Lag and Granger causality tests.

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