Modeling financial flows with a gravity approach: the role of geopolitical distance

Esposito, Vittoria (A.A. 2024/2025) Modeling financial flows with a gravity approach: the role of geopolitical distance. Tesi di Laurea in International financial economics, Luiss Guido Carli, relatore Giuseppe De Arcangelis, pp. 93. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

From the gravity model for trade to the gravity model for financial holdings. Gravity model for trade: historical overview. Gravity model for trade: four different models. Gravity model for cross-border financial holdings: main contributions. Gravity model for cross-border financial holdings: the model. Comparison between trade and financial holdings. The influence of geopolitical tensions on cross-border portfolio investments. Poisson pseudo-maximum likelihood method. The baseline model. Robustness check: alternative specifications. Structural break test. Two-stage model.

References

Bibliografia: pp. 92-93.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: International financial economics
Thesis Supervisor: De Arcangelis, Giuseppe
Thesis Co-Supervisor: Traficante, Guido
Academic Year: 2024/2025
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 22 Dec 2025 15:21
Last Modified: 22 Dec 2025 15:21
URI: https://tesi.luiss.it/id/eprint/44585

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