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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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  • LEOPOLD GRATZ SCHOLARSCHIP 3^ ED

    2012-01-30 08:00:00

    Now open the call for 1 Leopold Gratz Scholarship to attend a PhD in Economics or Finance in Austria Read more

  • UWIN BEST PAPER AWARD 2^ EDITION

    2012-01-17 08:00:00

    It's now open the call for the 2nd UWIN Best Paper Award, aimed at all young economists and researchers from the 22 countries of UniCredit to reward the 2 best papers on Gender Economics Read more

  • HERE THE WINNERS OF THE CRIVELLI AND STUDY-ABROAD

    2011-12-23 13:42:00

    Crivelli Scholarship: Barbara Biasi, Maddalena Galardo, Petr Lukiachenko Study Exchange Programme: Camilla Bua, Vincenzo Cecere, Bojan Jokovic, Sandro Lucci, Sebastiano Pescarolo, Oleksandr Pidlubnyy, Ekaterina Vernezi Read more

  • US PHD SCHOLARSHIP 1^ EDITION

    2011-12-23 13:39:00

    UniCredit & Universities launches the first edition of the contest for 1 US PhD Scholarship to attend a PhD programme in Economics or Finance in the USA Read more

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  • Scholarship Crivelli Europe

    All the winners of the 10th Edition

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  • Scholarship Leopold Gratz

    All the winners of the 2nd Edition

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  • Fellowship Foscolo Europe

    All the winners of the 2nd Edition

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  • Fellowship Best PhD Thesis Award

    All the winners of the 1st edition

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  • Fellowship UWIN Best Paper Award

    All the winners of the 1st edition

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