Master's Degree in Economics and Finance: Recent submissions

  • 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 ...
  • 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 ...
  • 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 ...
  • Lavagna, Gabriela; Patterson, Helena; Razmadze, Robizon (2021-07)
    We develop early warning models for systemic crises prediction using machine learning techniques on macrofinancial data for 36 countries for quarterly data spanning 1970-2013. Machine learning models outperform logistic ...
  • Bini, Lapo; Mueck, Daniel (2021-05-30)
    In order to analyse whether financial conditions are relevant downside risk predictors for the 5% Growth at Risk conditional quantile, we propose a Dynamic Factor- GARCH Model, comparing it to the two most relevant approaches ...
  • 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 ...
  • 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 ...

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