Measuring systemic risk in the Italian banking ecosystem

Bo, Andrea (A.A. 2018/2019) Measuring systemic risk in the Italian banking ecosystem. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 60. [Master's Degree Thesis]

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Literature review. Theoretical framework. Conditional quantitative and quantile regression. Estimation methodology. Dataset. Unconditional estimation.


Bibliografia: pp. 41-43.

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: Asset pricing
Thesis Supervisor: Borri, Nicola
Thesis Co-Supervisor: Passadore Figueroa, Juan Francisco
Academic Year: 2018/2019
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 18 Nov 2019 10:22
Last Modified: 18 Nov 2019 10:22


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