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WORKING PAPER SERIES 2010

Welcome to UniCredit & Universities!

Working Paper Series  - 2010

No. 10 -  Forward Bias Trading in Emerging Markets
Manuel Mayer
May 2010 - PDF download  Abstract

No. 09- Combining VAR forecast densities using fast Fourier transform
Jakub Rysanek
May 2010 - PDF download  Abstract

No. 08 - Modeling of extremes Application on electricity day-ahead spot prices time series
Igor Paholok
May 2010 - PDF download  Abstract

No. 07 - From Minority Game to Black and Scholes pricing
Matteo Ortisi
May 2010 - PDF download  Abstract

No. 06 - Evidence on the Liquidity Effect in Euro Area Gov. Bond Markets. A Bayesian VAR Analysis
Stephan Maier
May 2010 - PDF download   Abstract

No. 05 - Measuring prepayment risk: an application to UniCredit Family Financing
Matteo Consalvi, Giovanni Scotto di Freca
May 2010 - PDF download Abstract

No. 04 - A practitioner approach to forecasting cross section and aggregated outcomes
Andrea Brasili
May 2010 - PDF download  Abstract

No. 03 - The Italian Financial Development and the Regional Impact on Growth
Elena D'Alfonso
May 2010 - PDF download  Abstract

No. 02 - Corporate Growth: the Role of Financial Structure
Silvia Giannangeli
May 2010 - PDF download  Abstract

No. 01 - Pricing distressed CDOs with Base Correlation and Stochastic Recovery
Martin Krekel
May 2010 - PDF download  Abstract

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  • WORKSHOP MILANO BICOCCA

    2013-09-20 11:40:00

    On 20 September 2013 the first Macro, Banking and Finance workshop will be held at Department of Economics and Quantitative Methods at the University Milano Bicocca. Read more

  • WORKSHOP PAVIA UNIVERSITY - October 2013

    2013-03-25 15:00:00

    The Faculty of Economics of the University of Pavia, in co-operation with UniCredit & Universities, is organising a workshop on Macroeconomics, Financial Frictions and Asset Prices Behavioral Organisational Economics which will be held on 7-8 October Read more

  • WORKSHOP IZA- June 2013

    2013-03-25 14:45:00

    The Institute for the Study of Labor - IZA with the contribution of UniCredit & Universities and HVB-UniCredit, is organizing a workshop on Behavioral Organizational Economics. Read more

  • MASTERSCHOLARSHIP 3rd ED.

    2012-10-29 15:16:00

    The Masterscholarship 3^ed competition is now open: 5 scholarships for a Master programme in Economics or Finance at Barcelona GSE; Bocconi University; Mannheim University; SSE; TSE Read more

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