This paper looks at the equity term structure in Europe and its relevance in pricing European stocks using the duration concept. In explaining the cross-sectional variation in the duration premium in Europe, we made use ...

Starting from the last decades of the past century, a rising trend in both number and magnitude was observed by researchers with respect to the occurrence of Mergers and Acquisitions in the European financial sector. It ...

The thesis explores the ever-present topic of corporate credit risk through the analysis of both structural and reduced-form models, casting light on their merits and drawbacks. The study begins with the pioneering work ...

Questo elaborato analizza le performance degli Exchange Traded fund a gestione attiva, confrontandoli con le performance di fondi comuni di investimento attivi con simili caratteristiche. Gli ETF a gestione attiva rappresentano ...

Questa tesi si concentra sull’evoluzione delle finanze pubbliche inglesi tra la fine del XVII e l’inizio del XIX secolo, prendendo in considerazione anche il fenomeno dell’inflazione. La Gran Bretagna ha prevalso nella ...

How do shocks in the households’ housing and financial wealth affect their consumption? To answer this question we examine the results of previous researches and build our analysis by using the data on the balance sheet ...

L’elaborato di tesi si basa su un’analisi della politica dei dividendi condotta su un campione di trentaquattro banche facenti parte dell’Unione Europea. Lo studio parte da una rassegna della letteratura sul tema della ...

Analisi di un nuovo protagonista del settore della consulenza finanziaria: i robo-advisors. Analisi dell'evoluzione del nuovo modo di fare consulenza, degli investitori target. delle modalità di identificazione e di ...

The purpose of this paper is to analyze a portfolio of so-called “sin stocks”, i.e. companies providing products or services considered immoral compared to common standards of ethics. The sample used for the analysis ...

This paper shall cover: 1)foundational results of term structure: interest rate, bond, swap, financial products. equity...a review of the literature on term structure models and a review on Bayesian modelling of term ...