2021/2022

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

2022/2023

Criscitiello, Mattia (A.A. 2022/2023) Impact of recent economic shocks on the energy sector: analysis of the conditional volatility of natural gas and crude oil. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 106. [Master's Degree Thesis]

Mangiucca, Andrea (A.A. 2022/2023) Pair trading strategy: implementation of partial cointegration model on Italian stock market. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 58. [Master's Degree Thesis]

Torresi, Stefano (A.A. 2022/2023) Probabilistic approach to project economic damages of extreme events in Italy. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 42. [Master's Degree Thesis]

Pranzo, Roberto (A.A. 2022/2023) A factor approach to ESG leaders and laggards. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 35. [Master's Degree Thesis]

Pinca, Lorenzo (A.A. 2022/2023) A multi-factorial model for the base component: the Italian electricity market case. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 54. [Master's Degree Thesis]

Spina, Kevin (A.A. 2022/2023) Real options for investment decision making: evaluating Porsche's strategic flexibility. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Giacomo Morelli, pp. 181. [Master's Degree Thesis]

Ventriglia, Francesco Maria (A.A. 2022/2023) High-frequency data and scaling laws to forecast liquidity risk. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 44. [Master's Degree Thesis]

Guerrini, Giordano (A.A. 2022/2023) Natural gas price prediction: a recurrent neural network based short-term forecast. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 102. [Master's Degree Thesis]

Viscillo, Pierluigi (A.A. 2022/2023) Neural network-based estimation of the option-implied risk-neutral density. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 77. [Master's Degree Thesis]

Mancini, Domenico (A.A. 2022/2023) Realistic option pricing approach: extension of the base model for American option valuation. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 64. [Master's Degree Thesis]

Giuli, Arianna (A.A. 2022/2023) An empirical application of extreme value thoery to operational risk management. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 48. [Master's Degree Thesis]

Mequio, Luca (A.A. 2022/2023) A sensitivity analysis of the perceived risk index. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 82. [Master's Degree Thesis]

De Leo, Tommaso (A.A. 2022/2023) Forecasting REITs during Covid-19: a comparative analysis of forecasting models. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 49. [Master's Degree Thesis]

Stijepovic, Petar (A.A. 2022/2023) Portfolio allocation with mutual funds: the impact of economic predictors on fund manager decision. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 57. [Master's Degree Thesis]

Valishina, Irina (A.A. 2022/2023) Sentiment analysis and innovation news in bankruptcy prediction models. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 52. [Master's Degree Thesis]

Olenik, Sasha (A.A. 2022/2023) Political ideology and ESG legislation: an overview of the impact on stock returns. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Giacomo Morelli, pp. 71. [Master's Degree Thesis]