A quantitative analysis of sovereign bond spreads in the Eurozone
Manduchi, Simone (A.A. 2016/2017) A quantitative analysis of sovereign bond spreads in the Eurozone. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 112. [Master's Degree Thesis]
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Abstract/Index
Challenges of the European Union. Data. Data manipulation: stationarity. The model. Specification of the model: Kalman flter. The MATLAB implementation of the model. Results. The R2 as goodness of fit.
References
Bibliografia: pp. 85-93.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Outstanding Thesis: | Department of Economics and Finance |
| Chair: | Theory of finance |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Benigno, Pierpaolo |
| Academic Year: | 2016/2017 |
| Session: | Summer |
| Additional Information: | La tesi è vincitrice del Premio "Tesi d'Eccellenza" 2016/2017 ed è stata pubblicata online dalla LUISS University Press nella collana Working Paper. |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 25 Sep 2017 09:03 |
| Last Modified: | 26 Jul 2018 14:31 |
| URI: | https://tesi.luiss.it/id/eprint/19307 |
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