Master's Degree in Economics and Finance: Recent submissions

  • 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 ...
  • 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 ...
  • 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, ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...

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