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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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  • Grignani, Maddalena; Hsu, Wei-Liang; Liu, Jiaxun; Zherebilov, Georgii (2022-07-22)
    In this literature review, we focus on workplace discrimination with particular attention paid to the hiring process. We classified the hiring process into two stages: CV-screening and interview. Following the theoretical ...
  • De Martino, Andrea; Ruiz Crosby, Edward Manuel; Stagni, Roberto (2017)
    This Master Project scrutinizes the underlying theoretical arguments within Bayraktar and Yang’s (2011) (4) model and tests if it is robust with newer 2017 data. We demonstrate all the related strong mathematical foundations ...
  • Cappabianca, Rafael; Fisch, Daniel; Hofflin, Abel; Marti, Nicolas; Ruffert, Anna (2024-06-07)
    This paper investigates real wage rigidity, particularly for the wages paid to new hires (NH) in the Veneto Worker History dataset from 1975 to 2001 in Italy. We offer novel estimates of NH wage rigidity at the job level, ...
  • Agus, Yusuf; Esguerra, Emilio; Nolen, Noble; Powell, Joshua; Quentel, Milan (2018)
    How do local populations respond to a large-scale influx of refugees? This paper studies the European refugee crisis and its effects on anti-refugee sentiments in Germany. To identify the causal effects of refugee presence, ...
  • Antezza, Arianna; Abela, Glenn; Gorelova, Alissa; Meta, Gianmarco; Montebello, Roberta (2023-06)
    We study sign asymmetry in the effect of conventional monetary policy on key nominal and real macroeconomic variables in the euro area, using monthly data ranging from 2002 until 2022. We make use of local projections with ...
  • Aguilar, Alicia; García, Alberto; González, Pablo; Tackett, Taylor (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 ...
  • Böðvarsdóttir, Inga Rósa; Fernandes, Catarina; Roman, Kajsa; Schuster, Yuma; Skoblar, Ana (2024-06-07)
    Japan, a pioneer in unconventional monetary policy, recently brought an era of negative interest rates to an end with its first hike in 17 years. We use structural scenario analysis to assess the impact of Bank of Japan's ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...

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