Browsing Tesi di dottorato by Author "Pelizzon, Loriana"

DSpace/Manakin Repository

Browsing Tesi di dottorato by Author "Pelizzon, Loriana"

Sort by: Order: Results:

  • Banks: selected investigations on the roles of liquidity, globalization and credit risk 
    D'Avino, Carmela <1981> (Università Ca' Foscari Venezia, 2011-04-04)
    La tesi presenta tre studi di ricerca su temi bancari connessi ad alcuni eventi osservati durante la recente crisi bancaria dei mutui subprime. Il primo capitolo della tesi collega la creazione di liquidità del settore ...
  • Essays on credit spreads 
    Fontana, Alessandro <1980> (Università Ca' Foscari Venezia, 2010-09-17)
    This thesis consists of three interdependent and original works on the relationship between Credit Default Swaps (CDS) and bond spreads. Chapter 1 studies the behaviour of the CDS-bond basis, i.e. the difference between ...
  • Essays on empirical market microstructure and high frequency data 
    Bellia, Mario <1979> (Università Ca' Foscari Venezia, 2018-03-01)
    The first paper examines the role of High Frequency Traders (HFTs) as Designated Market Makers. I examine the liquidity provision, the trading behavior and the risk of being picked-off by other traders. I find that HFT ...
  • Essays on insurance regulation 
    Sottocornola, Matteo <1975> (Università Ca' Foscari Venezia, 2018-03-01)
    Solvency II introduced a consistent and homogeneous micro-prudential market based evaluation of assets and liabilities for the European undertakings embedding elements aimed at smoothing potential unintended effects at ...
  • Essays on stock market development and economic growth 
    Massa, Isabella <1978> (Università Ca' Foscari Venezia, 2008-09-29)
  • Essays on transmission mechanism in real and financial markets: evidence from real time euro area data 
    Maniero, Sara <1980> (Università Ca' Foscari Venezia, 2009-10-07)
  • Network connectivity, systematic and systemic risk 
    Panzica, Roberto Calogero <1984> (Università Ca' Foscari Venezia, 2018-03-01)
    The thesis collects five papers, each of them, except the last one, treats a different topics related to the asset interconnections and asset pricing. The first paper extends the classic factor-based asset pricing model ...
  • Price and volatility jumps in the stock market 
    Zoi, Patrick <1981> (Università Ca' Foscari Venezia, 2017-02-17)
    Chapter1: We study the bivariate jump process involving the S&P 500 and the Euro Stoxx 50 index with jumps extracted from high frequency data using non-parametric methods. Our analysis, based on the generalized Hawkes ...
  • Three essays in continuous-time macro-finance 
    Modena, Andrea <1988> (Università Ca' Foscari Venezia, 2020-02-26)
    This doctoral dissertation consists of three chapters on continuous-time general equilibrium models in macro-finance. Each chapter relates to its peers as they all belong to the literature that studies how financial frictions ...