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Browsing Master's Degree in Economics and Finance by Title

Browsing Master's Degree in Economics and Finance by Title

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  • Does air pollution exacerbate Covid-19 symptoms? : evidence from France
    Laudi, Mattia; Massoni, Hubert; Newland, James (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 ...
  • Early warning signals of bank distress: machine learning techniques and shapley values analysis
    Grasso, Emmanuela; Fortugno, Filippo; Cheng, Long (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 ...
  • Effects of syndication on investment performance
    Diken, Ozan; Henderson, Dominic (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 ...
  • An empirical framework : financial globalization and threshold effects
    Flynn, Eimear; Saravia, Florencia; Cenzon, Josefina; Gupta, Nimisha; Tezel, Selena (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 ...
  • Empirical pricing of geopolitical risk in financial markets: understanding market responses
    Campo, Ugo; Medrano, Diego (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 ...
  • Estimating causal effects in the absence of treatment observability
    Park, Joon Sup (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 ...
  • Estimating stochastic volatility: the rough side to equity returns
    Grimm, Lukas; Haynes, Jonathan; Schmitt, Daniel (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 ...
  • Estimating time-varying network effects with application to portfolio allocation
    Landau, Daniel; Ramos, Gabriel Lobato (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 ...
  • Expectations and macroeconomic policy
    Gottardo, Veronica; Lóres Diz, José; Rodriguez Gaudin, Juan; Rolando, Andrea (2024-07-18)
    In this literature review, we focus on the role of expectations in shaping macroeconomic outcomes, covering both theory and empirical applications. We review the historical evolution of expectations models, from the Keynesian ...
  • Forecasting redenomination risk: unleashing the superior predictor via machine learning
    Witzemann, Frederik; Arnorsson, Astthor (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 ...
  • Gender differentials in returns to education in developing countries
    Barnardt, Ignatius; Jush, Golschan Khun; Wollesen, Thies; Hayden, Samuel; Sotosek, Eva (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 ...
  • Gender gap and retirement decisions: the maternity pension supplement in Spain
    Casanova, Jorge Luis; Guias, Horia Bogdan; López, Carlos Javier; Salvanti, Andrea; Sewell, Patrick (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 ...
  • Gravity in bank lending within the European Union
    Gudmundsdottir, Saga; Helgason, Olafur Heidar; Leitner, Moritz; McDonnell, Clíona; Schramm, Alexander (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 ...
  • “Heavy is the head”: the effect of responsibility on delegation
    Lanjouw, Max; Lee, Yuan; Pallud, Vincent; Stern, Fritz; Ziegler, Christoph (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 ...
  • Hull-White calibration for swaptions using neural networks
    Alvarez Avamilano, Hugo; Sacchi Córdova, Riccardo; Señaris, Tomás (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 ...
  • Identity crisis in ESG investing: the duplicitous effect on volatility
    Kek, Jolynn; Brown, Daniel (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 ...
  • The impact of the sharing economy on housing rental prices : the case of Airbnb in Barcelona
    Agustí, Marc; Ásmundsson, Magnús; Bischofberger, Christof; Llanos, Pablo de; Font, Albert; Kazarian, Lucía (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 ...
  • Import price inflation following the 2021 Suez canal blockage: (for)ever given or transitory?
    Bernius, Nikolaus; Brüster, Gabriel; Robertson, William; Stefko, Brenton-Jan; Steinwender, Christian (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 ...
  • Industrial robots and where to find them : evidence and theory on derobotization
    Camilo, Amil; Gokalp, Doruk; Iurchenko, Daniil; Klix, Julian; Rubinoff, Jeremy (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 ...
  • Inequality: old issues and new trends, a review
    Avci, Aysu; Fagundes, Eduardo; Campos, Gabriel de; Giugovaz, Matteo (2024-07)
    Inequality stands as one of the most crucial determinants of socio-economic wellbeing and political stability. Empirical evidence shows a widespread surge in inequality across numerous countries worldwide over the past ...

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