IDEAS home Printed from https://ideas.repec.org/d/dfebsde.html

Publications

by members of

EBS Universität für Wirtschaft und Recht → Business School → Department Finanzwirtschaft, Rechnungswesen und Immobilien

EBS Business and Law University → Department of Finance, Accounting and Real Estate

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2022

  1. Capotă, Laura-Dona & Giuzio, Margherita & Kapadia, Sujit & Salakhova, Dilyara, 2022, "Are ethical and green investment funds more resilient?," Working Paper Series, European Central Bank, number 2747, Nov.

2021

  1. Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021, "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series, European Central Bank, number 270, Sep.
  2. Giuzio, Margherita & Kaufmann, Christoph & Ryan, Ellen & Cappiello, Lorenzo, 2021, "Investment funds, risk-taking, and monetary policy in the euro area," Working Paper Series, European Central Bank, number 2605, Oct.
  3. Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia, 2021, "The low-carbon transition, climate commitments and firm credit risk," Working Paper Series, European Central Bank, number 2631, Dec.

2020

  1. Craig, Ben & Giuzio, Margherita & Paterlini, Sandra, 2020, "The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios," Working Paper Series, European Central Bank, number 2384, Mar.

2019

  1. Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Hansen, Ib & Kleemann, Michael & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz & Covi, Giovanni & di Iasi, 2019, "Macroprudential stress test of the euro area banking system," Occasional Paper Series, European Central Bank, number 226, Jul.
  2. Giuzio, Margherita & Rousová, Linda, 2019, "Insurers’ investment strategies: pro- or countercyclical?," Working Paper Series, European Central Bank, number 2299, Jul.

2016

  1. Margherita Giuzio & Sandra Paterlini, 2016, "Undiversifying during Crises: Is It a Good Idea?," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1628, Dec.

2008

  1. Bednarczyk, T. & Möller-Hergt, G. & Schiereck, D., 2008, "Regionale und nationale Marktstrukturen im Einklang? Zur Konsolidierung der deutschen Bierindustrie," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 34953.

Journal articles

2021

  1. Giuzio, Margherita & Grill, Michael & Kryczka, Dominika & Weistroffer, Christian, 2021, "A theoretical model analysing investment funds’ liquidity management and policy measures," Macroprudential Bulletin, European Central Bank, volume 12.
  2. Alogoskoufis, Spyros & Carbone, Sante & Coussens, Wouter & Fahr, Stephan & Giuzio, Margherita & Kuik, Friderike & Parisi, Laura & Salakhova, Dilyara & Spaggiari, Martina, 2021, "Climate-related risks to financial stability," Financial Stability Review, European Central Bank, volume 1.

2019

  1. Giuzio, Margherita & Krušec, Dejan & Levels, Anouk & Melo, Ana Sofia & Mikkonen, Katri & Radulova, Petya, 2019, "Climate change and financial stability," Financial Stability Review, European Central Bank, volume 1.
  2. Margherita Giuzio & Sandra Paterlini, 2019, "Un-diversifying during crises: Is it a good idea?," Computational Management Science, Springer, volume 16, issue 3, pages 401-432, July, DOI: 10.1007/s10287-018-0340-y.

2018

  1. Margherita Giuzio & Kay Eichhorn-Schott & Sandra Paterlini & Vincent Weber, 2018, "Tracking hedge funds returns using sparse clones," Annals of Operations Research, Springer, volume 266, issue 1, pages 349-371, July, DOI: 10.1007/s10479-016-2371-5.

2017

  1. Margherita Giuzio, 2017, "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 243-256, November, DOI: 10.1007/s10203-017-0191-y.

2016

  1. Giuzio, Margherita & Ferrari, Davide & Paterlini, Sandra, 2016, "Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization," European Journal of Operational Research, Elsevier, volume 250, issue 1, pages 251-261, DOI: 10.1016/j.ejor.2015.08.056.

2010

  1. Tomasz P. Bednarczyk & Dirk Schiereck & Hardrik N. Walter, 2010, "Cross-border acquisitions and shareholder wealth: Evidence from the energy and industry in Central and Eastern Europe," Journal of East European Management Studies, Rainer Hampp Verlag, volume 15, issue 2, pages 106-127.

Chapters

2022

  1. Sante Carbone & Margherita Giuzio & Sujit Kapadia & Johannes Sebastian Krämer & Ken Nyholm & Katia Vozian, 2022, "The low-carbon transition, climate disclosure and firm credit risk," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Statistics for Sustainable Finance".
  2. Laura Capota & Margherita Giuzio & Sujit Kapadia & Dilyara Salakhova, 2022, "Are ethical and green investment funds more resilient?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Statistics for Sustainable Finance".

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.