A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsThis paper studies the monthly flows of bond fund geographically focused on Europe and on the United States in the period between 2002 and 2012, with special attention to the effect of the financial crisis of 2008. Through the usage of the panel quantile regression model, this study aims to identify which funds, in terms of their characteristics, are more likely to suffer a run. The main finding is that the impact of the characteristics of fund flows is not equal for all funds, varying with issuer entity, the state of the economy as well as the focus of the fund. During the financial crisis, runs...
This paper focuses on the impact of the financial and economic crisis of 2008–2009 on the issuance o...
In our paper we analyze the heterogeneity between various business models among systemically importa...
The thesis presents three papers in macroeconomics and monetary economics with an emphasis on financ...
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance f...
We use the 2007 asset-backed commercial paper (ABCP) crisis as a laboratory to study the determinant...
This paper analyzes the Eurozone financial crisis through the lens of sovereign bond liquidity. Usin...
ETFs have become one of the most prominent innovations of the last decades. Increasing ...
We study the factors that, arguably, affect the probability of a new borrower choosing between struc...
I show that when the ratio of asset wealth to human wealth falls, investors become more exposed to i...
This paper provides the first investigation about bond mutual fund performance during recession and e...
This paper examines factors that affect the performance of investment banks in the G7 and Switzerlan...
Thesis advisor: Fabio SchiantarelliIn the wake of the financial crisis of 2007-2009, academics and p...
We study daily money market mutual fund flows at the individual share class level during the crisis ...
This paper analyses, through a dynamic panel data model, the impact of the Financial and the Europea...
2011-11-09A shock that affects the financial system, such that it impairs access to financing for fi...
This paper focuses on the impact of the financial and economic crisis of 2008–2009 on the issuance o...
In our paper we analyze the heterogeneity between various business models among systemically importa...
The thesis presents three papers in macroeconomics and monetary economics with an emphasis on financ...
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance f...
We use the 2007 asset-backed commercial paper (ABCP) crisis as a laboratory to study the determinant...
This paper analyzes the Eurozone financial crisis through the lens of sovereign bond liquidity. Usin...
ETFs have become one of the most prominent innovations of the last decades. Increasing ...
We study the factors that, arguably, affect the probability of a new borrower choosing between struc...
I show that when the ratio of asset wealth to human wealth falls, investors become more exposed to i...
This paper provides the first investigation about bond mutual fund performance during recession and e...
This paper examines factors that affect the performance of investment banks in the G7 and Switzerlan...
Thesis advisor: Fabio SchiantarelliIn the wake of the financial crisis of 2007-2009, academics and p...
We study daily money market mutual fund flows at the individual share class level during the crisis ...
This paper analyses, through a dynamic panel data model, the impact of the Financial and the Europea...
2011-11-09A shock that affects the financial system, such that it impairs access to financing for fi...
This paper focuses on the impact of the financial and economic crisis of 2008–2009 on the issuance o...
In our paper we analyze the heterogeneity between various business models among systemically importa...
The thesis presents three papers in macroeconomics and monetary economics with an emphasis on financ...