Thèse de doctorat : Università della Svizzera italiana, 2021 ; 2021ECO007.
I use empirical methods to forecast U.S. repeat-sales house price indices, to analyze Swiss long-run default rates and to investigate the role of country and industry effects on the downside risk of stock index returns.
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Thèse de doctorat : Università della Svizzera italiana, 2021 ; 2021ECO002.
I use empirical methods to study the effect of institutional investors on financial markets. My studies provide novel evidence on the commonality in liquidity of fixed-income securities, the liquidity provision of hedge funds and mutual funds in equity markets, and the information diffusion from credit default swaps to equities.
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Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO006.
I use empirical methods to study the effects of firms' international activities and corporate governance on their operating performance, cost of funding, and credit risk. My studies provide novel evidence on the effects and implications of cross-border borrowing, foreign acquisitions, and governance on firms' financing decision and activities.
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Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO005.
This thesis consists of three chapters that contribute to two fundamental questions in finance: how households make financial decisions and how market prices react to uninformative demand shocks. The first chapter investigates how household respond to mortgage refinancing incentives. A well-documented finding in household finance is that many borrowers miss out on substantial savings by...
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