Browsing Tesi di laurea (dall'anno accademico 2011/2012) by Author "Berardi, Andrea"

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Browsing Tesi di laurea (dall'anno accademico 2011/2012) by Author "Berardi, Andrea"

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  • A connectedness analysis for euro area sovereign bonds 
    Zago, Eleonora <1998> (Università Ca' Foscari Venezia, 2022-10-20)
    In the last 20 years there had been some economic events that produced difficult situations also inside the sovereign bond market of euro area. Thus, inside this thesis will be analysed how the effects of these events ...
  • Analysis of CDO pricing models 
    Cadò, Ruben <1995> (Università Ca' Foscari Venezia, 2020-07-29)
    We introduce the concepts of credit risk in securitization framework. We study CDO products and their different structures and features. We analyse different pricing models used to determine the true riskiness of such ...
  • Analysis of sovereign CDS and risk connectedness in European countries 
    Zhu, Francesca <1993> (Università Ca' Foscari Venezia, 2020-10-27)
    The increasing integration of financial markets has caused heightened connections among countries. In the aftermaths of the financial crisis the European Union has recognised the importance of containing systemic risk not ...
  • AN UNEXPECTED STRESS TEST FOR SECURITIZATION-BASED SECURITIES: IMPACT OF COVID-19 ON COLLATERALIZED LOAN OBLIGATIONS 
    Todesco, Massimiliano <1995> (Università Ca' Foscari Venezia, 2022-03-14)
    The dissertation begins with a description of the securitisation process and the subjects involved. In the first part we present some introductory notions about the functioning of the products obtained by the securitization ...
  • CDS spreads determinants and COVID-19 pandemic: A Bayesian Markov-switching model 
    Bulfone, Giacomo <1996> (Università Ca' Foscari Venezia, 2020-07-29)
    A deep understanding of the CDS spreads determinants is crucial for both policy makers interested in preserving the stability of the financial system and of financial insiders interested in managing credit and financial ...
  • Climate change and banks: the trade off between transition and physical risks 
    Betta, Gilberto <1996> (Università Ca' Foscari Venezia, 2022-03-14)
    Climate change and banks: the trade off between transition and physical risks
  • Connectedness in European government bonds: an empirical analysis 
    Minella, Carmine Mattia <1994> (Università Ca' Foscari Venezia, 2021-07-13)
    In this thesis we propose to discuss and analyse the correlation between the spot rates of bonds of ten European countries (Portugal, Netherlands, Belgium, France, Italy, Germany, Spain, Finland, Ireland, Austria) for three ...
  • Finance in support of environmental sustainability: green bonds market analysis. 
    Alessandrelli, Luca <1995> (Università Ca' Foscari Venezia, 2021-04-26)
    This paper aims to analyze the Green Bonds market. Environmental sustainability is nowadays a crucial issue that each of us must consider, and finance, too, has a duty to propose solutions in this regard. Initially, there ...
  • Household finance: life-cycle strategies 
    Lambertini, Riccardo <1996> (Università Ca' Foscari Venezia, 2020-10-27)
    Longevity is increasing and retirees face the risk of outliving their income resources, perceived by the (compulsory) second pillar pension scheme. In this regard the European Commission has launched the pan-European pension ...
  • Network Connectedness Analysis on European Corporate and Government Bonds: reading through latest global financial crises 
    Santarlasci, Lapo <1995> (Università Ca' Foscari Venezia, 2021-04-26)
    Analysis on a sample of European corporate and government bonds. Study of geographic interconnections by modeling individual securities Yield to Maturity time series (bonds with homogeneous maturities), in order to define ...
  • Pepp a bet for the European pension system 
    Alesci, Alberto <1994> (Università Ca' Foscari Venezia, 2020-07-29)
    Il documento è composto da tre parti diverse. Nella prima parte diamo una descrizione delle caratteristiche di base dei Pepp (Prodotto paneuropeo di previdenza personale). Presentiamo le nuove occasioni e le nuove criticità ...
  • Sovereign CDS-bond basis in Eurozone countries: an empirical analysis of equilibrium during the Covid-19 pandemic 
    Marchesan, Davide <1997> (Università Ca' Foscari Venezia, 2021-10-26)
    I analyze the theoretical no-arbitrage condition stating that the difference between CDS spreads and bond yields over a risk-free benchmark should be zero in equilibrium, as they depend on the same default probability. The ...
  • Sustainability and financial performance: an ESG-based empirical portfolios' analysis. 
    Daminato, Francesco <1996> (Università Ca' Foscari Venezia, 2022-10-20)
    This study focuses on the fast-growing world of Green Finance by looking closely to the ESG (Environmental, Social and Governance) sustainable investing approach and its market performance.  First, by digging deeper into ...
  • THE EU GREEN BOND MARKET 
    Santos De Castro, Jaqueline <1983> (Università Ca' Foscari Venezia, 2022-10-20)
    Climate change is the current awareness in our daily life and is considered as a catastrophe that we will face in a near future if no urgent action is taken in place. This reality is expanding the need for more responsible ...
  • “The Intelligent Investor” strategies in highly volatile markets 
    Parpajola, Nicolò <1997> (Università Ca' Foscari Venezia, 2023-03-22)
    Nell'elaborato, al seguito di un'analisi della letteratura collegata al fenomeno del Value Investing e sopratutto dei principi e delle regole definiti da Benjamin Graham nel libro "The Intelligent Investor" si propone di ...