A quantitative analysis of sovereign bond spreads in the Eurozone

Manduchi, Simone (A.A. 2016/2017) A quantitative analysis of sovereign bond spreads in the Eurozone. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 112. [Master's Degree Thesis]

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Challenges of the European Union. Data. Data manipulation: stationarity. The model. Specification of the model: Kalman flter. The MATLAB implementation of the model. Results. The R2 as goodness of fit.


Bibliografia: pp. 85-93.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Outstanding Thesis: Department of Economics and Finance
Chair: Theory of finance
Thesis Supervisor: Borri, Nicola
Thesis Co-Supervisor: Benigno, Pierpaolo
Academic Year: 2016/2017
Session: Summer
Additional Information: La tesi è vincitrice del Premio "Tesi d'Eccellenza" 2016/2017 ed è stata pubblicata online dalla LUISS University Press nella collana Working Paper.
Deposited by: Alessandro Perfetti
Date Deposited: 25 Sep 2017 09:03
Last Modified: 26 Jul 2018 14:31
URI: https://tesi.luiss.it/id/eprint/19307


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