Seminari - Dipartimento Economics Seminari - Dipartimento Economics validi dal 17.10.2025 al 17.10.2026. https://www.dse.univr.it/?ent=seminario&lang=en&rss=0 Brown Bag Seminar: Pricing ultra-short-term volatility surfaces https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6719 Relatore: Guido Gazzani; Provenienza: Università degli Studi di Verona; Data inizio: 2025-10-21; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Andrea Mazzon; Riassunto: Options with maturities below one week, hereafter ultra-short-term options, have seen a sharp increase in trading activity in recent years. Yet, these instruments are difficult to price jointly using classical pricing models due to the pronounced oscillations observed in the at-the-money implied-volatility term structure across ultra-short-term tenors. We propose Edgeworth++, a parsimonious jumpndash;diffusion model featuring a nonparametric stochastic volatility component, which provides flexibility in capturing implied-volatility smiles for each tenor, combined with a deterministic shift extension, which allows the model to fit rich at-the-money implied-volatility shapes across tenors. A local (in tenor) expansion of the process characteristic function suited to price ultra-short tenor options is derived and pricing is conducted in closed form. We discuss the benefits of the proposed approach relative to benchmarks. Tue, 21 Oct 2025 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6719 How much should we care what others know? Jump signals in optimal investment under relative performance concerns https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6679 Relatore: Peter Bank; Provenienza: Technische Universität Berlin; Data inizio: 2025-10-23; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Sara Svaluto Ferro; Riassunto: We investigate equilibria in continuous-time optimalinvestment problems where investors receive idiosyncratic signals aboutimpending price shocks and interact through relative performanceconcerns. We use Meyer-sigma-fields to introduce signal-driven strategies and describe investor behavior in both a multi-agent and amean-field game setting. Existence of equilibria in both cases is provenunder suitable conditions on the investors#39; types, including thefrequency and realiability of their signal processes. Numerical experiments allow us to investigate properties of these equilibria froma financial-economic perspective and help us answer the question howmuch investors care about what is known by their peers. This is jointwork with Gemma Sedrakjan. . Thu, 23 Oct 2025 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6679 Brown Bag Seminar: GP incentives for diabetes prevention and management in Italy https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6721 Relatore: Luigi Boggian; Provenienza: Università degli Studi di Verona; Data inizio: 2025-10-28; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Andrea Mazzon; Riassunto: This study evaluates the impact of a disease management plan (DMP) incentive program targeting cardiovascular risk factorsmdash;specifically diabetesmdash;implemented across three Local Health Units (LHUs) in Italy. The analysis follows roughly 200 general practitioners for a period of 9 years, with the cohorts of observation defined at the doctor times; patient birth year times; year level. We begin with an event-study design, adjusting for pre-trends, to capture the dynamic effects of the programrsquo;s introduction in 2014. Identification is further strengthened by exploiting the age eligibility thresholdmdash;patients aged 65 and abovemdash;within a Regression Discontinuity Design (RDD) framework centered on the introduction of incentives. Our early results focus on three main outcomes: (i) the percentage of patients diagnosed with diabetes within each GPndash;birth cohortndash;year cell, (ii) the number of per-patient antidiabetic prescriptions across cohorts, and (iii) the number of per-patient glycated hemoglobin (HbA1c) screenings. The event-study analysis shows weakly positive effects of the incentive program on all three outcomes; however, pre-trends are likely to bias these estimates, which we address by adjusting for pre-trend residuals. However, our RDD analysis comparing the pre- and post-treatment periods (difference-in-discontinuities) finds no significant effect of the program on any of the outcomes, and no significant change in the RDD coefficients before and after the 2014 introduction of the incentives. Tue, 28 Oct 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6721 Alessandro Palma (Tor Vergata) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6690 Relatore: Alessandro Palma; Provenienza: Tor Vergata; Data inizio: 2025-10-30; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Paola Bertoli. Thu, 30 Oct 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6690 Brown Bag Seminar: Feather-Handed Fascists: Surveillance as a Signal of Bureaucratic Loyalty https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6722 Relatore: Andrea Xamo; Provenienza: Università degli Studi di Verona; Data inizio: 2025-11-04; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Andrea Mazzon; Riassunto: How do bureaucrats#39; incentives shape surveillance in autocratic regimes? Most explanations relate bureaucratic output to ideological alignment or expertise. This paper shows that it can be mainly driven by bureaucrats who need to signal their loyalty to the regime. We compile a provincendash;year dataset for Fascist Italy (1922ndash;40) that links originally digitised biographies and appointments of all 415 provincial prefects to the universe of about 100,000 state surveillance dossiers, and we focus on the ones that voluntarily joined the Fascist Party, particularly before it seized power. We then estimate a Difference-in-Differences design exploiting prefect mobility. Prefects with this credible loyalty marker opened about 20 per cent fewer dossiers than career-appointed counterparts. After testing multiple alternative explanations, including competence and preferential deployment, we highlight that credible loyalists achieved comparable job security with lower surveillance and focused less on ``usual suspectsquot;, relative to career-appointed colleagues. The pattern fits loyalty-signalling motives: careerists, starting from lower loyalty priors, have to work harder to secure their positions. These findings provide rare systematic evidence on authoritarian surveillance and show how career concerns, rather than ideology or competence alone, can be powerful drivers of coercive behaviour. Tue, 4 Nov 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6722 Agne Kajackaite (Università degli Studi di Milano Statale) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6699 Relatore: Agne Kajackaite; Provenienza: Università degli Studi di Milano Statale; Data inizio: 2025-11-06; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Marco Piovesan. Thu, 6 Nov 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6699 Brown Bag Seminar: Mattia Filomena (Università di Bergamo) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6737 Relatore: Mattia Filomena; Provenienza: Università di Bergamo; Data inizio: 2025-11-11; Ora inizio: 12.00; Note orario: Aula Vaona. Tue, 11 Nov 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6737 Federico Boffa (Libera Università di Bolzano) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6680 Relatore: Federico Boffa; Provenienza: Libera Università di Bolzano; Data inizio: 2025-11-18; Ora inizio: 12.00; Note orario: Aula Vaona. Tue, 18 Nov 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6680 Rita Santos (University of York) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6681 Relatore: Rita Santos; Provenienza: University of York; Data inizio: 2025-11-27; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Paola Bertoli. Thu, 27 Nov 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6681 Nicola Lacetera (Università di Bologna) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6682 Relatore: Nicola Lacetera; Provenienza: Università di Bologna; Data inizio: 2025-12-04; Ora inizio: 12.00; Note orario: Università di Bologna; Referente interno: Simone Quercia. Thu, 4 Dec 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6682 Maria Bigoni (Università di Bologna) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6701 Relatore: Maria Bigoni; Provenienza: Università di Bologna; Data inizio: 2026-01-22; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Simone Quercia. Thu, 22 Jan 2026 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6701 Brwon Bag Seminar: Voting matters: exploring the consequences of early electoral participation https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6739 Relatore: Silvia Granato; Provenienza: Università degli Studi di Verona; Data inizio: 2026-01-27; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Andrea Mazzon. Tue, 27 Jan 2026 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6739 Francesca Biagini (Ludwig Maximilians Universität Munich) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6683 Relatore: Francesca Biagini; Provenienza: Ludwig Maximilians Universität Munich; Data inizio: 2026-01-29; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Alessandro Gnoatto. Thu, 29 Jan 2026 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6683 Paolo Li Donni (Universita' degli Studi di Palermo) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6691 Relatore: Paolo Li Donni; Provenienza: Universita' degli Studi di Palermo; Data inizio: 2026-02-05; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Paolo Pertile. Thu, 5 Feb 2026 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6691 Angelique Acquatella (Toulouse School of Economics) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6684 Relatore: Angelique Acquatella; Provenienza: Toulouse School of Economics; Data inizio: 2026-02-26; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Giovanni Righetti. Thu, 26 Feb 2026 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6684 Ester Mariucci (Université Paris-Saclay) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6685 Relatore: Ester Mariucci; Provenienza: Université Paris-Saclay; Data inizio: 2026-03-05; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Cecilia Mancini. Thu, 5 Mar 2026 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6685 Fabio Galeotti (National Center for Scientific Research) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6704 Relatore: Fabio Galeotti; Provenienza: National Center for Scientific Research; Data inizio: 2026-04-02; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Simone Quercia. Thu, 2 Apr 2026 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6704 Ivan Soraperra (Max Planck Institute for Human Development Berlin) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6686 Relatore: Ivan Soraperra; Provenienza: Max Planck Institute for Human Development Berlin; Data inizio: 2026-04-23; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Maria Vittoria Levati. Thu, 23 Apr 2026 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6686 Martin Larsson (Carnegie Mellon University Chicago) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6687 Relatore: Martin Larsson; Provenienza: Carnegie Mellon University Chicago; Data inizio: 2026-04-30; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Sara Svaluto Ferro. Thu, 30 Apr 2026 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6687 Matteo Ploner (Università di Trento) https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6706 Relatore: Matteo Ploner; Provenienza: Università di Trento; Data inizio: 2026-05-07; Ora inizio: 12.00; Note orario: Aula Vaona; Referente interno: Maria Vittoria Levati. Thu, 7 May 2026 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&lang=en&rss=0&id=6706