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

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

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

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]