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A
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
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
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
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
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
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
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
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
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
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]