Dissertation topics suggested by the teacher.
- Panel Data Estimation of Fair Value Bank Positions
- Expectations and Long Term Forward Rates
- Long Term Credit Spreads
- Inflation Expectations
- Archimedean Fuzzy Measures Applications
- Singularity Bias in Multivariate Default Models
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- ECB Communications as Monetary Shocks:
A Multi-Agent LLM Framework and Asymmetric Transmission
Analysis
- Forecasting the CBOE VIX: The Challenge between the HAR Model and Time-Series Foundation Models
- Geopolitical Risk and the Sovereign Yield Curve: Identification and Evidence from the US and Germany
- Option Pricing with Conic Finance Distortions: Empirical Evidence from the 2024 U.S. Election Event Window
- Physical and transition risk: evidence on relationships and co-movements from climate risk indices
