<oai_dc:dc xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:contributor>Plazzi, Alberto</dc:contributor>
  <dc:creator>Garzoli, Matteo</dc:creator>
  <dc:date>2021-08-30</dc:date>
  <dc:description xmlns:ns0="xml" ns0:lang="en">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.</dc:description>
  <dc:format>application/pdf</dc:format>
  <dc:identifier>https://susi.usi.ch/global/documents/319301</dc:identifier>
  <dc:identifier>https://n2t.net/ark:/12658/srd1319301</dc:identifier>
  <dc:identifier>https://susi.usi.ch/documents/319301/files/2021ECO007.pdf</dc:identifier>
  <dc:language>eng</dc:language>
  <dc:relation>info:eu-repo/semantics/altIdentifier/urn/urn:nbn:ch:rero-006-119516</dc:relation>
  <dc:relation>info:eu-repo/semantics/altIdentifier/ark/12658/srd1319301</dc:relation>
  <dc:rights>info:eu-repo/semantics/openAccess</dc:rights>
  <dc:rights>License undefined</dc:rights>
  <dc:subject xmlns:ns1="xml" ns1:lang="en">Real estate</dc:subject>
  <dc:subject xmlns:ns2="xml" ns2:lang="en">Case-Shiller</dc:subject>
  <dc:subject xmlns:ns3="xml" ns3:lang="en">MIDAS</dc:subject>
  <dc:subject xmlns:ns4="xml" ns4:lang="en">Forecasting</dc:subject>
  <dc:subject xmlns:ns5="xml" ns5:lang="en">Big data</dc:subject>
  <dc:subject xmlns:ns6="xml" ns6:lang="en">Default rate</dc:subject>
  <dc:subject xmlns:ns7="xml" ns7:lang="en">Regime-switching</dc:subject>
  <dc:subject xmlns:ns8="xml" ns8:lang="en">Frailty factor</dc:subject>
  <dc:subject xmlns:ns9="xml" ns9:lang="en">Credit risk</dc:subject>
  <dc:subject xmlns:ns10="xml" ns10:lang="en">Diversification</dc:subject>
  <dc:subject xmlns:ns11="xml" ns11:lang="en">Skewness</dc:subject>
  <dc:subject xmlns:ns12="xml" ns12:lang="en">Bootstrap</dc:subject>
  <dc:subject xmlns:ns13="xml" ns13:lang="en">Shrinkage</dc:subject>
  <dc:subject xmlns:ns14="xml" ns14:lang="en">Asset allocation</dc:subject>
  <dc:subject>info:eu-repo/classification/udc/33</dc:subject>
  <dc:title xmlns:ns15="xml" ns15:lang="en">Essays in empirical finance</dc:title>
  <dc:type>http://purl.org/coar/resource_type/c_db06</dc:type>
</oai_dc:dc>