Search Results - "Cerchiello, Paola"

A data-driven approach to measuring epidemiological susceptibility risk around the world by Bitetto, Alessandro, Cerchiello, Paola, Mertzanis, Charilaos

“…Epidemic outbreaks are extreme events that become more frequent and severe, associated with large social and real costs. It is therefore important to assess…”
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Information Network Modeling for U.S. Banking Systemic Risk by Nicola, Giancarlo, Cerchiello, Paola, Aste, Tomaso

“…In this work we investigate whether information theory measures like mutual information and transfer entropy, extracted from a bank network, Granger cause…”
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Information Theoretic Causality Detection between Financial and Sentiment Data by Scaramozzino, Roberta, Cerchiello, Paola, Aste, Tomaso

“…The interaction between the flow of sentiment expressed on blogs and media and the dynamics of the stock market prices are analyzed through an…”
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Assessing news contagion in finance by Cerchiello, Paola, Nicola, Giancarlo

“…The analysis of news in the financial context has gained a prominent interest in the last years. This is because of the possible predictive power of such…”
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Initial Coin Offerings: Risk or Opportunity? by Toma, Anca Mirela, Cerchiello, Paola

“…Initial coin offerings (ICOs) are one of the several by-products in the world of the cryptocurrencies. Start-ups and existing businesses are turning to…”
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On the Improvement of Default Forecast Through Textual Analysis by Cerchiello, Paola, Scaramozzino, Roberta

“…Textual analysis is a widely used methodology in several research areas. In this paper we apply textual analysis to augment the conventional set of account…”
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Patterns of compliance with soft regulation in Italian listed companies by Previtali, Pietro, Cerchiello, Paola

“…The aim of this paper is to identify some clusters of companies which represent and classify different forms of compliance with soft regulation and the…”
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Assessing Banks' Distress Using News and Regular Financial Data by Cerchiello, Paola, Nicola, Giancarlo, Rönnqvist, Samuel, Sarlin, Peter

“…In this paper, we focus our attention on leveraging the information contained in financial news to enhance the performance of a bank distress classifier. The…”
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Differential impact of the COVID-19 pandemic on primary care utilization related to common mental disorders in four European countries: A retrospective observational study by Flodin, Pär, Sörberg Wallin, Alma, Tarantino, Barbara, Cerchiello, Paola, Mladá, Karolína, Kuklová, Marie, Kondrátová, Lucie, Parimbelli, Enea, Osika, Walter, Hollander, Anna-Clara, Dalman, Christina

“…The COVID-19 pandemic is commonly believed to have increased common mental disorders (CMD, i.e., depression and anxiety), either directly due to COVID-19…”
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Corporate governance and anti-corruption disclosure by Previtali, Pietro, Cerchiello, Paola

“…Purpose In recent years, the role of environmental, social and governance (ESG) disclosure has become crucial. The aim of this paper is to study how corporate…”
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Initial coin offerings and ESG: Allies or enemies? by Bitetto, Alessandro, Cerchiello, Paola

“…Initial Coin Offerings (aka ICOs) have gained a prominent interest in the FinTech world as an alternative way to fundraising for innovative and cutting-edge…”
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A data-driven test approach to identify COVID-19 surge phases: an alert-warning tool by Agosto, Arianna, Cerchiello, Paola

“…The effective monitoring of the pandemic emergency and, specifically, the early detection of surge phases are crucial to define proper health policies. We…”
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Sentiment, Google queries and explosivity in the cryptocurrency market by Agosto, Arianna, Cerchiello, Paola, Pagnottoni, Paolo

“…The lack of fundamental values in the cryptocurrency market paves the way for the rise of unprecedented speculative bubble phenomena, which are often…”
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Organizational Determinants of Whistleblowing. A Study of Italian Municipalities by Previtali, Pietro, Cerchiello, Paola

“…The aim of this paper is to provide a deeper understanding of how to develop whistleblowing systems in public administrations, by focussing on the…”
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Conditional graphical models for systemic risk estimation by Cerchiello, Paola, Giudici, Paolo

“…•The paper provides a stochastic framework for financial network models.•It is based on a conditional graphical Gaussian model.•Systemic risk is decomposed…”
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Big data analysis for financial risk management by Cerchiello, Paola, Giudici, Paolo

“…A very important area of financial risk management is systemic risk modelling, which concerns the estimation of the interrelationships between financial…”
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The determinants of whistleblowing in public administrations: an analysis conducted in Italian health organizations, universities, and municipalities by Previtali, Pietro, Cerchiello, Paola

“…The aim of this paper is to examine which variables are most important in encouraging whistleblowing in Italian public administrations, as a result of the…”
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Network based evidence of the financial impact of Covid-19 pandemic by Ahelegbey, Daniel Felix, Cerchiello, Paola, Scaramozzino, Roberta

“…How much the largest worldwide companies, belonging to different sectors of the economy, are suffering from the pandemic? Are economic relations among them…”
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Twitter data models for bank risk contagion by Cerchiello, Paola, Giudici, Paolo, Nicola, Giancarlo

“…A very important and timely area of research in finance is systemic risk modelling, which concerns the estimation of the relationships between different…”
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Corporate governance and the responsiveness of organisations to a change in accreditation standards by Previtali, Pietro, Cerchiello, Paola

“…Accreditation is a main pillar for the educational sector and its quality assurance system. The aim of this article is to study how corporate governance…”
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