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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In: Metaphysica, 2017, vol. 18, no. 1, p. 33-59
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Thèse de doctorat : Université de Fribourg, 2021.
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Thèse de doctorat : Université de Fribourg, 2021.
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Thèse de doctorat : Università della Svizzera italiana, 2021 ; 2021ECO004.
My dissertation consists of three chapters, each of which focuses on how institutional investors trade, impact price efficiency in secondary financial markets and influence the allocation of resources in the real economy. Using a novel approach based on hurricanes, the first chapter, Mutual Funds’ Fire Sales and the Real Economy: Evidence from Hurricanes, contributes to the recent debate on...
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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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In: Proceedings of the VLDB Endowment, 2020, vol. 13, no. 5, p. 768-782
Recording sensor data is seldom a perfect process. Failures in power, communication or storage can leave occasional blocks of data missing, affecting not only real-time monitoring but also compromising the quality of near- and off-line data analysis. Several recovery (imputation) algorithms have been proposed to replace missing blocks. Unfortunately, little is known about their relative...
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Mémoire de master : Université de Fribourg, 2020.
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Thèse de doctorat : Université de Fribourg, 2020.
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Thèse de doctorat : Université de Fribourg, 2020.
Short Abstract Sympathy is often considered to be a pro-attitude central to our social lives. I argue, however, that it is epistemically weak and thereby not effective on its own. We are in need of another attitude that combines the motivational aspect of sympathy with a more cognitive component that enables us to understand others. In this thesis, I argue that availability, a concept ...
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