We investigate the impact of companies’ sustainability eff orts on their corporate financial
performance (CFP) and credit ratings in Japan, based on a new proxy for corporate social …

This study examines the prices of options contingent on electricity futures traded on the
European Energy Exchange, with the aim to recover the probability density functions and risk …

In this article, the authors explore the degree of interconnectedness between stock indexes
adjusted for green revenues of companies from major economies and various other …

In this paper, we present a robust predictive comparison of several continuous-time multi-factor
models in the context of interbank rates. Recognizing the specific dynamics of the short-…

In this paper we will estimate the term structure of daily UK interest rates using a range of
more flexible continuous-time models. A multivariate framework is employed for the dynamic …

Using a multifactor continuous‐time model, we study the impact of the global financial crisis
on the information transmission mechanism between interest rate and equity markets in the …

This article examines the forecasting performance of continuous-time multi-factor models, in
comparison with other parsimonious models, for the term structure of interbank rates in the …

Using a multi-factor continuous-time model we study the impact of the global financial crisis
on the information transmission mechanism between interest rate and equity markets in the …

In this thesis, several theoretical specifications and estimation techniques are employed
towards the dynamic modelling and forecasting of the term structure of interest rates, both …

Against a backdrop of international public policies on sustainability such as SDGs, sustainable
investment assets in the world stood at $30.7 trillion in 2018. In conjunction with the …