Public attention, sentiment and the default of Silicon Valley Bank S Bales, HP Burghof The North American Journal of Economics and Finance 69, 102026, 2024 | 19 | 2024 |
Policy uncertainty and the sovereign-bank nexus: A time-frequency analysis using wavelet transformation S Bales Finance Research Letters 44, 102038, 2022 | 16 | 2022 |
Policy uncertainty, interest rate environment and the dynamic correlation between sovereign and bank default risk S Bales, HP Burghof Economics Letters 206, 109983, 2021 | 11 | 2021 |
Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis S Bales International Review of Financial Analysis 83, 102297, 2022 | 9 | 2022 |
Does the source of uncertainty matter? The impact of financial, newspaper, and Twitter-based measures on U.S. banks S Bales, HP Burghof Newspaper, and Twitter-Based Uncertainty on US Banks: A Comparative Multi …, 2022 | 7 | 2022 |
Pandemic waves, government response, and bank stock returns: evidence from 36 countries S Bales, HP Burghof Fulbright Review of Economics and Policy 2 (1), 20-34, 2022 | 4 | 2022 |
Intra-day risk-neutral densities and macroeconomic announcements S Bales, K Burghartz, L Hitz Available at SSRN 4377463, 2023 | 2 | 2023 |
Sovereign and Bank Contagion in the Eurozone: A Multi-Scale Approach using Wavelet-Network Analysis S Bales International Review of Financial Analysis 83, 2022 | 2 | 2022 |
Sovereign and bank risk: contagion, policy uncertainty and interest rates S Bales | 1 | 2024 |
On the different impact of local and national sources of policy uncertainty on sectoral stock volatility N Sabani, S Bales, HP Burghof Research in International Business and Finance 72, 102539, 2024 | | 2024 |
Twitter Market Uncertainty and Risk-Neutral Tails S Bales, K Burghartz, L Hitz Available at SSRN 4768426, 2024 | | 2024 |
Twitter market uncertainty, inflation expectations and risk-neutral tails S Bales, K Burghartz, L Hitz Available at SSRN 4642580, 2023 | | 2023 |
On the Different Impact of Local and National Sources of Policy Uncertainty on Sectoral Stock Volatility S Bales, HP Burghof, N Sabani Available at SSRN 4407199, 2023 | | 2023 |