IPO activity and the impact of macroeconomic factors: an empirical analysis of the Italian market
Donzelli, Didier (A.A. 2023/2024) IPO activity and the impact of macroeconomic factors: an empirical analysis of the Italian market. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 62. [Master's Degree Thesis]
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Abstract/Index
Background. Literature review. The reasons to go public. The relevance of macroeconomic factors. Data. Variables selection and hypothesis formulation. Exploratory data analysis. Methodology. Preliminary analysis. Autoregressive models for count data. Vector autoregressive framework analysis. Forecasting. Analysis. Preliminary analysis results. Autoregressive models for count data results. Vector autoregressive framework analysis results. Out-of-sample forecasting.
References
Bibliografia: pp. 57-59. Sitografia: p. 60.
| 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) |
| Chair: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Traficante, Guido |
| Academic Year: | 2023/2024 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Jul 2025 10:21 |
| Last Modified: | 03 Jul 2025 10:21 |
| URI: | https://tesi.luiss.it/id/eprint/42738 |
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