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Browsing Master's Degree in Economics and Finance by Issue Date
Now showing items 1-20 of 52
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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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(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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(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 ...
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(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 ...
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(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 ...
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(2017)This paper empirically investigates the impact of forward guidance announcements on inflation expectations in the Eurozone. The ECB first resorted to forward guidance on July 4, 2013 thereby expanding its array of ...
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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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(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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(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 ...
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(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 ...
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(2018)This paper simulates the value premium anomaly under neoclassical framework of investment adapted from Zhang (2005) calibrated with standard, high and low capital structure specifications and leverage settings. Our model ...
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(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 ...
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(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, ...
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(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 ...
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(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 ...
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(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 ...
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(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 ...
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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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(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 ...
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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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