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Browsing Master's Degree in Economics and Finance by Issue Date

Browsing Master's Degree in Economics and Finance by Issue Date

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  • The impact of free tuition on college enrollment and attrition: quasi-experimental evidence from Chile
    Carpentier, Sebastián; Carrera, Daniel; Miranda, Antonio; Requejo, Fernando; Rojano, Joan (2023-06)
    Using a fuzzy regression discontinuity design we estimate the effect of a country-wide free tuition policy on university enrollment and attrition in Chile. Exploiting an administrative dataset of the 2019 cohort of applicants ...
  • Topics related to economics and mental health
    Amuchastegui, Pedro; Klink, Janick; Leister, Lukas; Nagarajan, Avinash; Talini Lapi, Riccardo (2023-06)
    This thesis explores the intersection of mental health and economics through a review of the literature on five key subtopics: economic fluctuations, inequality, lockdowns, narratives and social media. The empirical evidence ...
  • Asymmetric effects of monetary policy in the euro area
    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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • Modelling financial tail risk: multi-step forecasting of value-at-risk and expected shortfall with the realized Har-Garch model
    Penfold, Kai; Ravinet, Raphael (2024-06)
    It has been well documented in the literature that the inclusion of realized measures into GARCH models can lead to both statistical and economic gains through improved forecasting performance. In this paper, we employ the ...
  • An offer you can't refuse: wage rigidities in the Northern Italian labour market
    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, ...
  • Big in Japan: a structural scenario analysis of monetary policy dynamics
    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 ...
  • 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 ...
  • 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 ...

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