Welcome to the UPF Digital Repository

Browsing Master's Degree in Economics and Finance by Title

Browsing Master's Degree in Economics and Finance by Title

Sort by: Order: Results:

  • 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 ...
  • 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 ...
  • Julius, Jenna; Keely, Richard; Mascord, Joshua; Polani, Usama; Prigozhina, Daniela (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 ...
  • Buss, Joseph; Monteiro, Ana; Balitrand, Julie; Richter, Paul; Oehlen, Jens (2019)
    We study the effects of the #BlackLivesMatter movement on the law abiding behavior of African-Americans. First, we derive a conceptual framework to illustrate changes in risk perceptions across different races. Second, we ...
  • Agarwal, Sunidhi; Ariznavarreta, Ignacio; Chamseddine, Nour; Gonçalves, Ricardo; Oliva, Ignacio (2022-07)
    The following paper examines the downgrading in job status that immigrant workers suffer when settling in a new country. We consider the massive Venezuelan exodus and the impacts this shock had on the job outcomes of ...
  • Andonie, Alfredo; Degler, Moritz; Greppi, Andrea; Pisati, Lorenzo; Yagman, Ece (2017)
    We investigate the effects of intellectual property products capital in the evolution of the labor share for five European countries. Using post-revision national accounts data, we construct a benchmark labor share with ...
  • Ozkaya, Guneykan; Wang, Yaping (2020)
    In this paper, we combine several Multi-Armed bandit algorithms with methodologies from finance literature and apply it to portfolio choice problem. Our results show that when we combine bandit algorithms with methodologies ...
  • Cigna, Simone; Figueiras, Isabel; Giribaldi, Antonio; Schwingeler, Franziska (2022-07-22)
    This literature review focuses on the contribution of the heterogeneous agents framework to the empirical robustness of macroeconomic models. First, we focus on the transmission of monetary policy in an economy characterized ...
  • Fernandez, Oscar; Fonseca, Sergio; Magnini, Gino; Marcelli Fabiani, Riccardo; Nobile, Claudia (2021-07-13)
    We construct a theoretical Overlapping Generations (OLG) model to describe how sovereign debt crises can propagate in the economy under certain financial constraints. When prices of bonds fall due to perceived sovereign ...
  • Bahuguna, Shaily; Heer, Davina; Lago, Manuel; Loras, Diego; Toietta, Chiara (2019)
    This paper aims to find a pattern in the evolution of altruistic and cooperative behaviour whilst distinguishing across different types of schools in Spain. In specific, we design a controlled laboratory experiment by ...
  • Altmeyer, Patrick; Grapendal, Jacob Daniel; Pravosud, Makar; Quintana, Gand Derry (2018)
    This paper evaluates the calibration method of the Heston model presented by Alòs, De Santiago, and Vives (2015). We propose a slightly more efficient configuration of the optimization procedure by introducing initial ...
  • Bongini, Mattia (2017)
    
We present a tradeoff model of capital structure to investigate the sources of adjustment costs and study how firms' financing decisions determine partial adjustment toward target leverage ratios. The presence of market ...
  • González, Oriol; Irisarri, Marko; Iglesias, Santiago; Beristain, Asier; Cabado, Manuel (2019)
    Weak identification is known to yield unreliable standard instrumental variables inference. A large literature has focused on addressing this issue by proposing methods to detect weak instruments, mainly through the ...
  • Amaral, Ignacio; Bosque, Laia; Morazzoni, Marta; Pérez, Laura; Tang, Chang (2018)
    Since the Great Recession, macroeconomic literature has highlighted the role of agents’ expectations in determining real economic dynamics. The aim of this paper is to study the role of media coverage of negative economic ...
  • Bogatyreva, Natalya S.; Grandez, Rodrigo; Rodríguez Apolinar, Sergio; Soldevilla, Abraham (2019)
    The Black and Scholes model (BS) assumes that the volatility of an asset is constant over the trading period. As a result, BS returns a flat volatility surface. This assumption fails to capture the asset’s volatility ...
  • Ito, Hirotaka; Özen, Kadir (2021-07)
    2008-2009 Global Financial Crisis led to European debt crisis leaving the periphery of euro zone with very high borrowing costs compared to core countries. When Covid-19 Pandemic Crisis hit the economies, unconventional ...
  • Ortiz de Zevallos, Alejandro (2021-06)
    IFRS 9, which changes the estimation of Loan Loss Provisions from an Incurred Loss model to an Expected Credit Loss model, entered into application in 2018. It changed the focus to a forward-looking perspective, which ...
  • Gutiérrez, Jordi; Kellner, Domenic; King, Philip; Neumeyer, Simon; Scibisz, Dorota (2018)
    We identify contemporaneous and Granger-causal linkages between the 86 biggest companies, representing both the financial and real sectors, of the Eurozone economy that serve as paths of shock transmission. Network analysis ...
  • García, Alejandro; Kelly, Thomas; Seguí, Joan (2020-07)
    Previous research has identified stealth trading by informed participants as a primary driver of price discovery in equity markets. Using two distinct empirical approaches, this paper extends the stealth trading literature ...
  • Aliyeva, Farida; Bertez, Conrad; Kaithakkel, Aswathi John; Mostacci, Maurizio; Özcan, Elif (2017)
    In the wake of the global financial crisis that began in 2007, central banks throughout the world engaged in unprecented amounts of monetary policy aimed at stimulating their respective economies. One frequent comment from ...

Search DSpace


Advanced Search

Browse

My Account

In collaboration with Compliant to Partaking