Ring-a-ring o’roses: an empirical tomography of connectedness across the Italian financial ecosystem
Portaluri, Gianfranco (A.A. 2018/2019) Ring-a-ring o’roses: an empirical tomography of connectedness across the Italian financial ecosystem. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 121. [Master's Degree Thesis]
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Abstract/Index
The focus: a rationale for our working sample. Literature review. Methodology, metrics and techniques. From granular to aggregated: forecast error variance decomposition. Empirical results. Data. Financial counterparties. Concluding remarks.
References
Sitografia: p. 118.
| 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: | Empirical finance |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Grassi, Stefano |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Sep 2020 13:40 |
| Last Modified: | 21 Sep 2020 13:40 |
| URI: | https://tesi.luiss.it/id/eprint/27174 |
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