Thèse de doctorat : Università della Svizzera italiana, 2011 ; 2011ECO002.
This doctoral thesis focuses on fixed income markets exploring two essential questions in this area: (i) the risk compensation for holding Treasury bonds and (ii) the behavior of interest rate volatilities across different maturities. The objective is to understand the effect of changes in risk premia and in yield volatilities on bond prices, identify their economic drivers, and to propose...
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Literature on socioeconomic determinants of antibiotic consumption in the community is limited to few countries using cross-sectional data. This paper analyses regional variations in outpatient antibiotics in Italy using a balanced panel dataset covering the period 2000-2008. We specify an econometric model where antibiotic consumption depends upon demographic and socioeconomic characteristics...
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In: Applied mathematical finance, 2011, vol. 18, no. 4, p. 277-289
Over the years a number of two-factor interest rate models have been proposed that have formed the basis for the valuation of interest rate contingent claims. This valuation equation often takes the form of a partial differential equation, that is solved using the finite difference approach. In the case of two factor models this has resulted in solving two second order partial derivatives...
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In: Journal of international business studies, 2011, vol. 42, no. 6, p. 828-852
Organizational forms imbued with values of modernity – that is, rationality, efficiency and equity – diffuse rapidly around the world. Nonetheless, when sustained by beliefs, norms and regulations contrasting with those prevalent in the receiving country, their adoption may be delayed, and within-country legitimation may not proceed smoothly. We study the diffusion of multiplex cinemas –...
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Thèse de doctorat : Università della Svizzera italiana, 2011 ; 2011ECO001.
This thesis is made of three articles dealing with two main subjects: the so called "Kernel Puzzle" and the problem of immunization of portfolio of treasury and corporate bonds. For the first topic, we provide a new method to derive the state price density per unit probability based on option prices and GARCH model. We derive the risk neutral distribution using the result in Breeden and...
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In: Rivista italiana di ragioneria e di economia aziendale, 2008, vol. CVIII, no. 9-10, p. 631-637
In the United States, governmental organisations are among the unintended victims of the subprime crisis. In fact, the downturn in the real estate market and the crisis in the financial market create difficulties on the side of fiscal resources, as well as on the side of the public expenditure. This paper intends to verify whether French municipalities can have similar problems in the future.
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In: Revista Ghrebh, 2008, vol. 11, no. 1, p. -
The article explores the interconnectedness of Vilém Flusser’s and Jacques Derrida’s work with respect to the concept of writing, dealing with two specific moments in time linked by common sources, analogous methods and shared aims: the cultural context of the mid-sixties that witnessed the attempt of concrete poetry to break away from linearity by using the page as a two-dimensional...
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Thèse de doctorat : Università della Svizzera italiana, 2010.
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In: International encyclopedia of statistical science, 2011, p. 1240-1242
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