The article analyzes the changing correlation between stocks and bonds, highlighting the shift from negative to positive post-COVID-19 and its implications...

The article examines climate-related financial stress testing and scenario valuation using the MIT EPPA model to assess the impact of emission mitigation...

This article explores how responsible investing (RI) is shaping private equity (PE) practices, emphasizing governance and the industry's role in addressing...

This study looks at how global equity markets price the physical climate risk associated with tropical cyclones.

In this study, we provide an overview of stock-bond correlation modeling.

Explore how the Causality Approach unveils the dynamics of clean-tech equities, highlighting how pure players outshine non-pures in financial performance.

We analyze the distressed firm’s decision between Chapter 11 and an exchange offer.

Using textual data extracted by Causality Link platform from a large variety of news sources (news stories, call transcripts, broker research, etc.),...

In this research, we show that variables from the Global Database of Events, Language and Tone (GDELT) convey significant informational content that can...

The purpose of this paper is to appraise recent ESG trends in global equity markets. It contributes to a broader research project started at Amundi in...

To avoid the worst climate change scenario, Greenhouse Gas (GHG) emissions should be reduced drastically during the next decades.

In this paper, we intend to gain an understanding of the drivers of stock convexity, also known as gamma.

In the field of factor investing, quality is undoubtedly the equity factor with the weakest consensus. This research investigates the best way to define...

After decades of sound performance, doubts have been cast on the ability of the equity value strategy to keep delivering in the aftermath of the 2008...

We analyze the portfolio choices of approximately 913,000 active participants in employee saving plans in France.