Publications des institutions partenaires
Asset prices and demand shocks
Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO002.
Institution partenaire
English / 02/04/2020
Bayesian mixtures for large scale inference
Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO001.
Institution partenaire
English / 20/02/2020
Bank risk appetite in a world of CoCos
Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO015.
Institution partenaire
English / 25/09/2019
Three essays in labor economics
Thèse de doctorat : Università della Svizzera italiana, 2019 ; 2019ECO003.
Institution partenaire
English / 01/07/2019
Monetary policy and interest rate products
Thèse de doctorat : Università della Svizzera italiana, 2019 ; 20019ECO002.
Institution partenaire
English / 06/06/2019
Three essays in economics of catastrophes
Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO013.
Institution partenaire
English / 12/02/2019
Integrating anti-money laundering compliance duties into the banking culture
Thèse de doctorat : Università della Svizzera italiana, 2016 ; 2016ECO011.
Institution partenaire
English / 12/02/2019
Strategic M&A announcement timing, information asymmetry and behavioral biases
Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO012.
Institution partenaire
English / 12/02/2019
Options trading strategies and equity risk premia
Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO010.
Institution partenaire
English / 12/02/2019
Derivative securities in risk management and asset pricing
Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO009.
Institution partenaire
English / 12/02/2019
The importance of geographical proximity : Evidence on the concentration of firms, culture and political ideologies
Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO008.
Institution partenaire
English / 12/02/2019
Move people or move the plant? : Business travel and relocation choices of firms
Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO007.
Institution partenaire
English / 12/02/2019
Strategies to access and manage donations for humanitarian operations
Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO006.
Institution partenaire
English / 12/02/2019
Corporate governance issues and performance of initial public offerings
Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO005.
Institution partenaire
English / 12/02/2019
Understanding the effects of communication and engagement in a social marketing intervention on children’s eating behavior : design, measurement and evaluation
Thèse de doctorat : Università della Svizzera italiana, 2017 ; 2017COM014.
Institution partenaire
English / 12/02/2019
Essays in asset pricing
My dissertation consists of three chapters, each of which focuses on a different area of research in asset pricing. The first chapter's focal point is the measurement of the premium for jump risks in index option markets. The second chapter is devoted to non- parametric measurement of pricing kernel dispersion. The third chapter contributes to the literature on latent state variable...
Institution partenaire
English / 16/11/2017
Essays on variance risk
My PhD thesis consists of three papers which study the nature, structure, dynamics and price of variance risks. As tool I make use of multivariate affine jump-diffusion models with matrix-valued state spaces. The first chapter proposes a new three-factor model for index option pricing. A core feature of the model are unspanned skewness and term structure effects, i.e., it is...
Institution partenaire
English / 27/12/2016
ICT and gamified learning in tourism education: a case of South African secondary schools
Tourism is often introduced as a subject in formal education curricula because of the increasing and significant economic contribution of the tourism industry to the private and public sector. This is especially the case in emerging economies in Asia and Africa (Hsu, 2015; Mayaka & Akama, 2015; Cuffy et al., 2012). Tourism in South Africa – which is the geographical setting of...
Institution partenaire
English / 10/11/2016
Behavioral analyses of retailers’ ordering decisions
The main objective I pursue in this thesis is to better understand how different factors may independently and in combination influence retailers' ordering decisions under different supply chain structures (single agent and multi agent), different demand uncertainty (deterministic and stochastic), and different interaction among retailers (no interaction, competition and...
Institution partenaire
English / 18/10/2016
Profit theory: a new macroeconomic approach
Profit and its investment in productive activities lie at the heart of modern monetary economies. Indeed, it is thanks to profit investment that fixed capital is produced and used by companies to increase the number of consumption goods and, ultimately, to increase the wealth of households. Yet, despite economists’ full understanding of corporate gains from a microeconomic...
Institution partenaire
English / 05/10/2016
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