Dynamic Spillovers Between FinTech, Blockchain, and Green Finance: A Quantile Connectedness Approach
ABSTRACT This paper explores how financial innovation and environmental sustainability intersect by analyzing spillovers between FinTech, blockchain energy use, and green finance. Using a Quantile Vector Autoregression (QVAR) framework, we examine weekly data from 2018 to 2024 across 11 digital, environmental, and macro‐financial indices.
Mehmet Sahiner, Sisi Sung, James Devlin
wiley +1 more source
A macroeconomic credit risk model for stress testing the South African banking sector
In this study a macroeconomic credit risk model for stress testing the South African banking sector was developed. The findings demonstrate that macroeconomic shocks have a large impact on credit losses.
Havrylchyk, Olena
core
KIMOD 1.0 Documentation of NIER´s Dynamic Macroeconomic General Equilibrium Model of the Swedish Economy [PDF]
KIMOD 1.0 is an annual large-scale macroeconomic model2 of the Swedish economy and is the result of a project that started in 2002 at the National Institute of Economic Research (NIER) in Sweden.
Hjelm, Göran +4 more
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ABSTRACT The emerging concept of Hubs for Circularity (H4Cs) presents an opportunity to create collaborative, self‐sustaining regional industrial ecosystems that drive circular economy transitions at scale. However, the operationalisation of H4Cs faces financial, organisational and data‐driven challenges.
Aditya Tripathi +3 more
wiley +1 more source
Macroeconomic uncertainty and banks' lending decisions: The case of Italy [PDF]
This paper discusses the role that macroeconomic uncertainty plays in banksÂ’ decisions on the optimal asset allocation. Using a portfolio model recently proposed in the literature, the paper aims at disentangling how Italian banks choose between loans ...
Mario Quagliariello
core
Corporate Environmental Responsibility and Cost of Equity Capital: A Meta‐Analytical Review
ABSTRACT Despite extensive research on the relationship between corporate environmental responsibility (CER) and cost of equity capital (COEC), empirical evidence remains inconsistent. This study addresses these inconsistencies through a comprehensive meta‐analysis of 1139 effect sizes from 75 studies.
Robert Witte +2 more
wiley +1 more source
Macroeconomic Impacts of Water Use in Agriculture
The recent/current recession provides the opportunity to study the effects of the macroeconomic changes on the agricultural production systems in the Great Plains and trace some of its impacts through the system to changes in primary inputs such water ...
Hudson, Darren +3 more
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Methodological Basis for Macroeconomic Projections in Countries Exposed to Pressures and Shocks: Example of Serbia [PDF]
The presented Macroeconomic Projections Model is based on a “pre-established” model for projecting the balance of payment linked with the balance of gross domestic product use. Such a model is the “authentic! one, designed by authors, i.e.
Miladin Kovačević, Stojan Stamenković
core
Macroeconomic Models with Quantity Rationing
Muellbauer, John, Portes, Richard
openaire +2 more sources
Climate Change Risk and Financial Stability: Implications for European Banking Institutions
ABSTRACT This study examines whether climate change risk weakens banking‐system stability in the European Union and assesses how renewable energy adoption and energy‐related taxation moderate this relationship. Using panel data for 27 EU countries from 2012 to 2022 and applying fixed‐effects OLS, two‐stage least squares (2SLS), and robust generalized ...
Md Yousuf Ali
wiley +1 more source

