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Browsing Master's Degree in Economics and Finance by Title
Now showing items 5-24 of 48
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(2017)Aquest article pretén analitzarempíricament com els canvis en el risc sistèmic, mesurats per l'indicador compost d'estrèssistèmic (en anglès, CISS), poden afectar la liquiditat bancària i el finançament. Ens centrem i ...
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(2020)Exposure to air pollution is a common cause of health conditions which worsen Covid-19 patient outcomes. Using cross-sectional count data, we investigate the effect of long-term pollution exposure (PPPP2.5) on Covid-19 ...
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(2023-06-11)The banking sector plays a crucial role in the economy. Therefore, being able to anticipate banks’ financial distress is key to the overall economic stability. In this study, using a dataset for European and United Kingdom ...
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(2020-07)In venture capital, two or more venture capitalists (VC) often form syndicates to participate in the same financing rounds. Historically, syndicated investments have been found to have a positive effect on the investment ...
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(2019)Is financial globalization beneficial to economies at all levels of development? Or are there certain “threshold” levels of financial, institutional and economic development a country must first attain in order to realize ...
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(2024-06)This dissertation examines the empirical pricing of geopolitical risk in financial markets, focusing on its impact on portfolio returns. By integrating the Geopolitical Risk (GPR) index into the Fama-French Five-Factor ...
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(2023-07-22)In this paper, I propose a novel method to estimate causal effects when the treatments are not observable. Treatment observability is not affordable in many instances of noncompliance settings, where the treatments actually ...
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(2017)This Project evaluates the forecasting performance of a Brownian Semi-Stationary (BSS) process in modelling the volatility of 21 equity indices. We implement a sophisticated Hybrid Scheme to simulate BSS processes with ...
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(2019)In this paper, we characterize a variety of financial markets as partially correlated networks of stock returns via the implementation of the joint sparse regression estimation techniques of Peng et al. (2009). We find ...
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(2023-06-11)We are the first to construct a general model for forecasting redenomination risk by using the difference in a country’s EUR-denominated CDS spreads compared to Germany. The goal of this work is to further close this gap ...
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(2017)We investigate a possible gender gap in returns to education using data from the World Bank’ STEP program for seven developing and emerging countries. We control for cognitive skills, non-cognitive skills and parental ...
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(2021-07-23)In line with the growing governmental efforts to reduce the gender income gap, in 2016 a retirement pension supplement for mothers of two or more children was introduced in Spain. Through an Oaxaca-Blinder decomposition ...
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(2017)This paper investigates whether and how geographical distance matters for bank lending within and between countries in the European Union. We estimate gravity-type regressions in various specifications, incorporating ...
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(2022)When deciding for themselves whether to keep or delegate a decision-making right, individuals often fail to delegate even when doing so would yield a higher expected return. However, beyond the individual decision-making ...
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(2022-06)The purpose of this project is to calibrate the Hull-White model using data on at-the-money payer swaptions and Artificial Neural Networks (ANN) for 100 different combinations of expiries (T0) and tenors (Tn – T0). The ...
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(2022-06)This paper studies the impact of investing preference frictions between ESG and traditional investors on stock price volatility. As these shareholder groups embody heterogeneous preferences, the resulting between-group ...
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(2020)We offer a novel approach to investigate the extent to which the expansion of the sharing economy is responsible for increases in long-term rents and prices on the housing market. Using a panel of quarterly data on newly ...
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(2022)Our study uses an arguably exogenous supply chain shock generated by the March 2021 blockage of the Suez Canal to analyze contributions to import price inflation and transport method substitution. Using a quasi-experimental ...
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(2020)Using firm-level data from Spain, we investigate robot abandonment, a phenomenon neglected by the literature, and find that a substantial proportion of robot adoption is non-permanent. We also find that (i) firms are most ...
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(2019)After five decades of sustained growth, the Irish housing market experienced a precipitous crash in the aftermath of the Global Financial Crisis in 2007. Our paper examines the short- and long-run dynamics between rental ...
Now showing items 5-24 of 48
