Publications

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Nuances of Working Together: The Influence of Managerial Approaches on Collaboration Within Coworking Spaces

Costantino ROMEO, Ignasi CAPDEVILA, Barbara DA ROIT, Maurizio BUSACCA
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The Piggy Bank Index: An intuitive risk measure to assess liquidity and capital adequacy in banks

Benjamin KEDDAD, Oliver González

This study proposes a new liquidity and capital adequacy risk index, the Piggy Bank Index. This index measures the gap between liquid assets and total liabilities over liquid capital.

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A Multi-Objective Pair Trading Strategy: Integrating Neural Networks and Cyclical Insights for Optimal Trading Performance

Francesco APPIO, Federico Platania, Celina Toscano Hernandez, Imane El Ouadghiri, Jonathan Peillex
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Are markets sentiment driving the price bubbles in the virtual?

Khaled GUESMI, Myriam BEN OSMAN, Emilios GALARIOTIS, Haykel HAMDI, Kamel Naoui

This paper investigates the existence of speculative bubbles in four crypto-market components (Bitcoin, Ethereum, CRIX index, DeFi pulse index) while date-stamping them, before using a wavelet coherence approach to look after the co-movement of each of those four digital tokens with three sentime

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Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders

101928

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Climate change and wood production

Whelsy BOUNGOU, Bossoma Doriane N'Doua

In this article, we investigate the direct (i.e. natural disasters) and indirect (i.e. temperature change) impact of climate change on wood production. To do so, we use wood production data from 166 countries over the period 1995-2020.

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Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus

Syrine SASSI, Houda BenMabrouk, Feriel Soltane, Ilyes Abid

The paper examines the dynamic spillover and hedging effectiveness between five main segments of NFTs, which are Collectibles, Art, Game, Metaverse, and Utility, and the other asset classes namely Bitcoin and the American Stocks (S&P500).

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Crude oil prices in times of crisis: The role of Covid-19 and historical events

Khaled GUESMI, Tarek Bouazizi, Emilios Galariotis, Samuel VIGNE

Oil markets have faced several crises since 1986, with the most recent global economic downturn linked to the Covid-19 pandemic leading to significant demand and supply shocks in the critical oil market.

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