A

Aquilina, Anthea (A.A. 2022/2023) The relationship between public senior management wages and corruption. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 43. [Master's Degree Thesis]

Angino, Michele (A.A. 2021/2022) Does user charges exemption affect health care seeking? Evidence from portugal. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 97. [Master's Degree Thesis]

Aguilar Urquiola, Alejandra (A.A. 2018/2019) Equity risk premium beyond the second moment. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 90. [Master's Degree Thesis]

Angelini, Federico (A.A. 2014/2015) Prediction markets and macroeconomic forecasting. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 86. [Master's Degree Thesis]

B

Barbalonga, Alessio (A.A. 2022/2023) Heterogeneity in the response of the euro area economies to unexpected monetary policies of the ECB. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 55. [Master's Degree Thesis]

Bizzaro, Loris (A.A. 2021/2022) Fiscal policies, output growth and financial stress regimes: a threshold VAR approach. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 111. [Master's Degree Thesis]

Bottaro, Mariacristina (A.A. 2021/2022) A factor augmented VAR model for monetary policy under climate risk. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 74. [Master's Degree Thesis]

Bianco, Francesco (A.A. 2018/2019) Dynamic portfolio allocation: criptocurrency indeX. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 120. [Master's Degree Thesis]

Bruno, Marco (A.A. 2016/2017) Forecasting oil prices: time series vs. machine learning methods. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 80. [Master's Degree Thesis]

Balzano, Raffaele (A.A. 2015/2016) Stochastic volatility with high frequency data: analysis of the Eurostoxx index and applications with Julia language. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 110. [Master's Degree Thesis]

C

Carfora, Emanuela (A.A. 2023/2024) Parametric and non-parametric estimation of option-implied risk-neutral densities. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 66. [Master's Degree Thesis]

Caridi, Giulia (A.A. 2023/2024) Statistical approaches to portfolio optimization. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 34. [Master's Degree Thesis]

Cimini, Domitilla (A.A. 2021/2022) Financial conditions and macroeconomic tail risk: time series perspective. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 67. [Master's Degree Thesis]

Cinque, Riccardo (A.A. 2021/2022) Does information impact acceptability and support for green policies? Rhetoric vs action. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 108. [Master's Degree Thesis]

Ciotti, Leonardo (A.A. 2021/2022) The impact of oil and gas price shocks on Italian GDP and IPI: an SVAR and SVEC approach. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 71. [Master's Degree Thesis]

Carluccio, Giorgio Cesare (A.A. 2019/2020) Empirical evidence on PPP deviations' persistence. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 45. [Master's Degree Thesis]

Costanzo, Claudio (A.A. 2017/2018) Does technology reduce the cost of having children? Evidence from Italy. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Andrea Pozzi, pp. 58. [Master's Degree Thesis]

D

Di Giuseppe, Giorgia (A.A. 2021/2022) M&A FinTech with financial institutions: the impact in Europe. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 50. [Master's Degree Thesis]

D'Agostino, Francesco (A.A. 2021/2022) The optimal stopping strategy in dynamic contests: empirical evidence from Formula 1 races and financial applications. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 57. [Master's Degree Thesis]

Di Vuolo, Viviana (A.A. 2020/2021) Macroprudential policies: an econometric model for the response to the Covid-19 crisis in Italy. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 81. [Master's Degree Thesis]

Duchesne, Jean Michel (A.A. 2017/2018) Indirect inference applied to financial econometrics. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Paolo Santucci de Magistris, pp. 46. [Master's Degree Thesis]

Delli Compagni, Marco Fabrizio (A.A. 2016/2017) Ladies and shopping: an analysis of spending in clothes through a multitude of variables. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Nicola Borri, pp. 100. [Master's Degree Thesis]

Drudi, Maria Ludovica (A.A. 2014/2015) The federal reserve non-conventional monetary policy: effects on the real economy. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 320. [Master's Degree Thesis]

E

Esposito, Claudia (A.A. 2022/2023) Economic growth and fiscal policy under financial stress episodes: an application of the VAR model. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 82. [Master's Degree Thesis]

Eleni, Fabio (A.A. 2020/2021) Wealth effects of ESG scandals on market capitalization. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 122. [Master's Degree Thesis]

G

Giani, Bernardo (A.A. 2023/2024) Pricing efficiency of short-term options. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 67. [Master's Degree Thesis]

Gomes Da Silva Joia, Filipa (A.A. 2013/2014) Fiscal policy under financial stress: a threshold VaR approach. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 55. [Master's Degree Thesis]

L

Lubicz, Chiara (A.A. 2021/2022) How uncertainty impacts world industrial production and international trade. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 73. [Master's Degree Thesis]

Luccini, Arianna (A.A. 2019/2020) European equity portfolios and the effect of sustainable and responsible investing. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 74. [Master's Degree Thesis]

M

Mellara, Emanuele (A.A. 2023/2024) Disentangling the yield curve: a global dynamic Nelson-Siegel approach. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 61. [Master's Degree Thesis]

Mazzarda, Francesca (A.A. 2023/2024) Forecasting industrial production using electronic invoicing data. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 62. [Master's Degree Thesis]

Muciacca, Antonio (A.A. 2023/2024) Climate risk and systemic risk of credit market: a CDS-based analysis. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 57. [Master's Degree Thesis]

Montone, Francesco (A.A. 2022/2023) The VIX index and online sentiment: a FinBERT analysis of finance subreddits. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 53. [Master's Degree Thesis]

Malinconico, Federica (A.A. 2022/2023) Covid-19 effect on betas. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 63. [Master's Degree Thesis]

Mazzocco, Aurelio (A.A. 2022/2023) Volatility model against deep learning techniques: avoiding the one–size–fit–all model trap for predicting future financial volatility. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 49. [Master's Degree Thesis]

Mones Pazo, Pablo (A.A. 2022/2023) The long shadow of racial segregation: does it affect the infrastructure development of a city? Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Franco Peracchi, pp. 52. [Master's Degree Thesis]

Molaioni, Giampietro (A.A. 2021/2022) The role of secondary markets on carbon emissions: an empirical analysis. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 51. [Master's Degree Thesis]

Macchia, Francesca (A.A. 2021/2022) Testing financial bubbles and price explosive behavior in cryptocurrency markets. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 65. [Master's Degree Thesis]

Martinelli, Lorenzo (A.A. 2021/2022) ESG factors’ relationship with returns in the Euronext market. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 40. [Master's Degree Thesis]

Marzaro, Francesco (A.A. 2020/2021) Analysis of the sovereign default risk: impact of Covid-19 on the Italian economy. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 85. [Master's Degree Thesis]

Martino, Nicolò (A.A. 2019/2020) Yield curve modelling and forecasting applications. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 52. [Master's Degree Thesis]

Miele, Giacomo (A.A. 2019/2020) The labour market impacts of forced migration inflows: quasi experimental evidence from Syrian refugees in Jordan. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 96. [Master's Degree Thesis]

Mauloni, Roberto (A.A. 2019/2020) An application of deep reinforcement learning to fund management. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 92. [Master's Degree Thesis]

Midi, Federica (A.A. 2018/2019) Portfolio regularization by the lq norm. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 73. [Master's Degree Thesis]

Menchi, Mattia (A.A. 2015/2016) Black litterman for non normal markets: focus on view's confidence level and performance. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 75. [Master's Degree Thesis]

P

Pieralli, Guido (A.A. 2023/2024) Tail risk measures for portfolio optimization: a GARCH approach. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 41. [Master's Degree Thesis]

Petruzzi, Silvio (A.A. 2023/2024) Do European stock prices react to ESG rating announcements? Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 44. [Master's Degree Thesis]

Ponomareva, Daria (A.A. 2022/2023) Does education affect health behavior? Evidence from Russia. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Daniele Mascia, pp. 35. [Master's Degree Thesis]

Pacilio, Luigi (A.A. 2021/2022) Real estate market in Italy: an empirical analysis on the profitability of a direct investment in Rome. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 41. [Master's Degree Thesis]

Prevete, Filippo (A.A. 2021/2022) War in Ukraine: is Europe's energy dependence on Russia a plausible explanation? Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 35. [Master's Degree Thesis]

Petronzio, Silvio (A.A. 2019/2020) A non structural approach to option hedging via orthogonal polynomials. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 73. [Master's Degree Thesis]

Puglisi, Federico (A.A. 2014/2015) Computable general equilibrium models: an entropy based estimation approach. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 122. [Master's Degree Thesis]

R

Rizzelli, Giovanni (A.A. 2023/2024) Stochastic volatility model and volatility forecasting. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 43. [Master's Degree Thesis]

Riccardi, Giovanni (A.A. 2022/2023) Trading strategies on the Italian future power prices. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 83. [Master's Degree Thesis]

Russo, Caterina (A.A. 2021/2022) The ESG premium: a factor analysis. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 59. [Master's Degree Thesis]

Rennis, Giuseppina (A.A. 2017/2018) Multivariate GARCH models, expected shortfall and portfolio optimisation. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Paolo Santucci de Magistris, pp. 131. [Master's Degree Thesis]

S

Simonetti, Viola (A.A. 2023/2024) Statistically detectable rational bubbles. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 58. [Master's Degree Thesis]

Sacerdoti, Michele (A.A. 2022/2023) Modelling and forecasting illiquidity in the US investment grade corporate bond market. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 40. [Master's Degree Thesis]

Santarelli, Vittorio (A.A. 2022/2023) The macroeconomic impact of shocks in energy commodity prices. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 66. [Master's Degree Thesis]

Scalcione, Edoardo (A.A. 2021/2022) Forecasting with dynamic factor models: an empirical exercise. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Franco Peracchi, pp. 77. [Master's Degree Thesis]

Stepanina, Hanna (A.A. 2020/2021) Macroeconomic analysis with VAR. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 73. [Master's Degree Thesis]

Spina, Luisa (A.A. 2015/2016) Application of black litterman model to build ETFs. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 138. [Master's Degree Thesis]

T

Trivelli, Luca (A.A. 2023/2024) Modeling and forecasting the yield curve: a state-space approach integrating macroeconomic and market proxy variables. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 68. [Master's Degree Thesis]

Tatkeyeva, Meruyert (A.A. 2021/2022) Domestic violence and early childhood development: evidence from Central Asia. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Franco Peracchi, pp. 54. [Master's Degree Thesis]

Tinti, Tamara (A.A. 2015/2016) External sustainability analysis: cyclical versus non cyclical current account balances in the eurozone. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 62. [Master's Degree Thesis]

V

Vernuccio, Benedetta (A.A. 2021/2022) Pandemic augmented GARCH and CAViaR models: assessing Covid-19 impact on financial tail risk. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 81. [Master's Degree Thesis]

Ventucci, Pasquale (A.A. 2018/2019) Multifactor analysis of the crix excess returns. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 58. [Master's Degree Thesis]

X

Xue, Zeyang (A.A. 2020/2021) Trading and illiquidity in cryptocurrency. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 38. [Master's Degree Thesis]

Z

Zannella, Alessandra (A.A. 2022/2023) Reddit sentiment and the US stock market: a deep learning based analysis. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 64. [Master's Degree Thesis]