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20212026
most citedESG Reputation Risk Matters: An Event Study Based on Social Media Data

6 citations · 6 across the 5 of their papers we have counts for

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2 papers · 1 filter

stat.ME2026

Directional Dependence of Extreme Events

Matthieu Garcin, Maxime L. D. Nicolas

This paper introduces a novel measure to quantify the directional dependence of extreme events between two variables. The proposed approach is designed to capture asymmetric tail d…

econ.GN2026

Is Bitcoin A Hedge Against Central Banking? Evidence from AI-Driven Monetary Policy Expectations

Maxime L. D. Nicolas, François Sicard, Marion Laboure +2

This study investigates the transmission of monetary policy narratives to Bitcoin prices, distinguishing policy expectations from realized policy implementation. We introduce a wee…