Systemic risk in the China's financial system a ΔCoVaR approach

Vioto, Davide (A.A. 2014/2015) Systemic risk in the China's financial system a ΔCoVaR approach. Tesi di Laurea in Economia e gestione degli intermediari finanziari (corso progredito), LUISS Guido Carli, relatore Domenico Curcio, pp. 133. [Master's Degree Thesis]

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Abstract/Index

How to define systemic risk. Systemic risk measures. The great wall is falling down. Empirical analysis.

References

Bibliografia: pp. 130-133.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Economia e gestione degli intermediari finanziari (corso progredito)
Thesis Supervisor: Curcio, Domenico
Thesis Co-Supervisor: Nucera, Federico Calogero
Academic Year: 2014/2015
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 23 Jun 2016 12:56
Last Modified: 23 Jun 2016 12:56
URI: https://tesi.luiss.it/id/eprint/16443

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