A

Aquilina, Anthea (A.A. 2022/2023) The relationship between public senior management wages and corruption. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 43. [Master's Degree Thesis]

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]

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]

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]

B

Barbalonga, Alessio (A.A. 2022/2023) Heterogeneity in the response of the euro area economies to unexpected monetary policies of the ECB. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 55. [Master's Degree Thesis]

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]

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]

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

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]

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]

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]

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]

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]

E

Esposito, Claudia (A.A. 2022/2023) Economic growth and fiscal policy under financial stress episodes: an application of the VAR model. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 82. [Master's Degree Thesis]

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]

F

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]

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]

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

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]

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]

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

Montone, Francesco (A.A. 2022/2023) The VIX index and online sentiment: a FinBERT analysis of finance subreddits. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 53. [Master's Degree Thesis]

Malinconico, Federica (A.A. 2022/2023) Covid-19 effect on betas. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 63. [Master's Degree Thesis]

Mazzocco, Aurelio (A.A. 2022/2023) Volatility model against deep learning techniques: avoiding the one–size–fit–all model trap for predicting future financial volatility. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 49. [Master's Degree Thesis]

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]

Mares, Cristiano (A.A. 2021/2022) ESG investing: doing well by doing good. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 247. [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]

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]

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]

N

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]

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]

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]

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]

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

Riccardi, Giovanni (A.A. 2022/2023) Trading strategies on the Italian future power prices. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 83. [Master's Degree Thesis]

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

Sacerdoti, Michele (A.A. 2022/2023) Modelling and forecasting illiquidity in the US investment grade corporate bond market. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 40. [Master's Degree Thesis]

Santarelli, Vittorio (A.A. 2022/2023) The macroeconomic impact of shocks in energy commodity prices. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 66. [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]

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]

Sergi, Andrea (A.A. 2019/2020) Empirical analysis of Taylor rule models for exchange rate determination by state space methods. Tesi di Laurea in Economia del mercato mobiliare, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 50. [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]

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]

Z

Zannella, Alessandra (A.A. 2022/2023) Reddit sentiment and the US stock market: a deep learning based analysis. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 64. [Master's Degree Thesis]