A

Alessandria, Domenico Francesco (A.A. 2018/2019) Do sovereign wealth funds pursue a corporate social responsability investment strategy? Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 83. [Master's Degree Thesis]

B

Brardinoni, Edoardo (A.A. 2021/2022) Multivariate GARCH and portfolio optimization. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 98. [Master's Degree Thesis]

Badlo, Vladimir (A.A. 2018/2019) n empirical study of pairs trading strategies on cryptocurrency market. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 97. [Master's Degree Thesis]

C

Cannone, Elena (A.A. 2021/2022) The role of climate change on inflation forecasting using time varying parameters model. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 76. [Master's Degree Thesis]

Cirmi, Giacomo (A.A. 2018/2019) Future price forecast: comparison between linear and non linear models. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 46. [Master's Degree Thesis]

Ciolac, Elena (A.A. 2018/2019) Trading on stock splits and re-splits: can investors profit? Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 56. [Master's Degree Thesis]

Cortellesi, Eduardo (A.A. 2018/2019) The idiosyncratic volatility puzzle. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 75. [Master's Degree Thesis]

Csuthi, Virag (A.A. 2017/2018) Empirical tests om the Hungarian stock market efficiency: economic value of stock return forecasts. Tesi di Laurea in Empirical finance, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 54. [Master's Degree Thesis]

D

Di Mauro, Leonardo (A.A. 2021/2022) Does patent consolidation negatively affect market competition? Dissertation through theoretical and econometric instruments of the negative and positive implications of patent acquisition. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 59. [Master's Degree Thesis]

De Meio, Nicolò (A.A. 2021/2022) A new insight in the insurance sector: an application of the ARCH-M and DCC-GARCH to European data. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 48. [Master's Degree Thesis]

D'Amato, Andrea (A.A. 2018/2019) High frequancy trading illiquidity patterns. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 79. [Master's Degree Thesis]

F

Franzelletti, Chiara (A.A. 2021/2022) An assessment of banks’ capital adequacy add-on charge arising from climate transition risk. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 56. [Master's Degree Thesis]

Formicola, Giovanni (A.A. 2020/2021) Forecasting volatility of Bitcoin. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 59. [Master's Degree Thesis]

Forino, Angelo (A.A. 2021/2022) Volatility and liquidity nexus in cryptocurrency markets. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 35. [Master's Degree Thesis]

G

Giraldo, Giacomo (A.A. 2019/2020) Stablecoins and USD/EUR exchange rate: an empirical analysis. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 106. [Master's Degree Thesis]

H

Hasalliu, Paola (A.A. 2021/2022) Monetary policy during the greenspan era: a taylor rule analysis through switch regimes evaluated with STR model. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 71. [Master's Degree Thesis]

I

Imperi Galli, Alessio (A.A. 2020/2021) A comparison between value at risk forecasting methodologies. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 51. [Master's Degree Thesis]

Iannini, Alice (A.A. 2019/2020) An empirical analysis of aggregate risk: isidiosyncratic volatility still increasing? Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 74. [Master's Degree Thesis]

Iunnikov, Arsenti (A.A. 2018/2019) Arbitrage and trading in cryptocurrency markets. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 99. [Master's Degree Thesis]

L

Lupetti, Lorenzo (A.A. 2020/2021) Empirical application of a bivariate dynamic gaussian copula model. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 60. [Master's Degree Thesis]

M

Mammetti, Veronica (A.A. 2021/2022) Climate risk management for sustainable sovereig debt financing. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 48. [Master's Degree Thesis]

Miranda, Salvatore (A.A. 2019/2020) A comparative analysis of forecasting financial time series using ARMA and LSTM networks. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 69. [Master's Degree Thesis]

Marchesini, Andrea (A.A. 2018/2019) Realized volatility modeling and its impact on the financial risk management. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 85. [Master's Degree Thesis]

N

Novella, Simone (A.A. 2021/2022) The impact of climate change on credit risk. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 40. [Master's Degree Thesis]

Nardone, Daniele (A.A. 2019/2020) A continuous time approach to the pricing of a green firm. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 34. [Master's Degree Thesis]

Nopor, Fabio (A.A. 2019/2020) A journey in realized variance: modeling, forecasting and variance risk premium. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 83. [Master's Degree Thesis]

Naccarato, Matteo (A.A. 2019/2020) Adeguatezza del capitale e rischiosità delle banche: evidenze empiriche da un campione di banche europee. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Domenico Curcio, pp. 129. [Master's Degree Thesis]

P

Procaccioli, Francesca (A.A. 2021/2022) Assessing the impact of climate transition risks on innovation and growth. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 85. [Master's Degree Thesis]

Perinotti, Marco Maggiorino (A.A. 2021/2022) European Central Bank and unconventional monetary policy: spillover effects. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 64. [Master's Degree Thesis]

Porcelli, Mario Francesco (A.A. 2020/2021) From Markowitz to Black-Litterman: a dynamical approach through multivariate GARCH. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 130. [Master's Degree Thesis]

Papini, Guglielmo (A.A. 2019/2020) An empirical analysis on SRI: do sustainable portfolios overperform or underperform non sustainable ones? Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 53. [Master's Degree Thesis]

Pugliese, Virginia (A.A. 2019/2020) Testing the empirical performance of the secured overnight financing rate. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 72. [Master's Degree Thesis]

Pecchiari, Matteo (A.A. 2018/2019) Orderflow imbalance and high frequency trading. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 79. [Master's Degree Thesis]

Portaluri, Gianfranco (A.A. 2018/2019) Ring-a-ring o’roses: an empirical tomography of connectedness across the Italian financial ecosystem. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 121. [Master's Degree Thesis]

Porcari, Benedetta (A.A. 2018/2019) Asian emerging market sovereign spreads: balancing macroeconomic and global exposures. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 70. [Master's Degree Thesis]

R

Rosato, Gabriele (A.A. 2021/2022) Impact of credit derivatives on US bank systemic risk. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 44. [Master's Degree Thesis]

S

Selivanov, Deniel (A.A. 2019/2020) Forecasting bitcoin volatility: does GARCH provide extra information once VIX is included as a regressor? Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 52. [Master's Degree Thesis]

Santucci, Lorenzo (A.A. 2019/2020) A financial econometric model for the network of market risk. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 43. [Master's Degree Thesis]

Staropoli, Roberto (A.A. 2019/2020) Multivariate GARCH models and realized covariance prediction. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 177. [Master's Degree Thesis]

T

Tana, Nicola (A.A. 2018/2019) Two approaches for fitting the US yield curve. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 66. [Master's Degree Thesis]

Tersigni, Andrea (A.A. 2017/2018) Multivariate GARCH models in asset allocation. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 38. [Master's Degree Thesis]

W

Wang, Yiqin (A.A. 2021/2022) Do firms with high ESG rating perform well in the market? evidence from market performance in China. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 29. [Master's Degree Thesis]