Scale effects on efficiency and profitability in the Swiss banking sector
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Estimation of causal effects using machine learning methods has become an active research field in econometrics. In this paper, we study the finite sample performance of meta-learners for estimation of heterogeneous treatment effects under the usage of sam ...
In an ideal world, sufficiency, efficiency, and clean energy would be balanced, with an emphasis on sufficiency in the critical decade ahead of us. Given this importance, how could we get closer to this ideal world, and improve the general acceptance of su ...
Causal identification is at the core of the causal inference literature, where complete algorithms have been proposed to identify causal queries of interest. The validity of these algorithms hinges on the restrictive assumption of having access to a correc ...
After the financial crisis, policy rates in the major advanced economies have moved downwards to near/below zero. Some countries have experienced an increase in house prices and an expansion of mortgages. Also, there have been considerable changes in the m ...
The NA62 experiment at CERN, designed to study the ultra-rare decay K+ -> pi(+) nu(nu) over bar, has also collected data in beam-dump mode. In this configuration, dark photons may be produced by protons dumped on an absorber and reach a decay volume beginn ...
This thesis studies the origins and consequences of financial crises, and computational techniques to solve continuous-time economic models that explain such crises. The first chapter shows that financial recessions are typically characterised by a large r ...
Online platforms have banned ("deplatformed") influencers, communities, and even entire websites to reduce content deemed harmful. Deplatformed users often migrate to alternative platforms, which raises concerns about the effectiveness of deplatforming. He ...
This thesis consists of two chapters that study separate subjects in the area of corporate finance.The first chapter, titled âEconomic Gains in Bank Mergers and Acquisitions â Evidence from Targetsâ, investigates economic gains in bank mergers and ac ...
Confounding variables are a recurrent challenge for causal discovery and inference. In many situations, complex causal mechanisms only manifest themselves in extreme events, or take simpler forms in the extremes. Stimulated by data on extreme river flows a ...
Testing mutual independence among several random vectors of arbitrary dimensions is a challenging problem in Statistics, and it has gained considerable interest in recent years. In this article, we propose some nonparametric tests based on different notion ...