Understanding the stock bond correlation: the evidence from Covid-19 period

Melnik, Anastasia (A.A. 2019/2020) Understanding the stock bond correlation: the evidence from Covid-19 period. Tesi di Laurea in Computational tools for finance, Luiss Guido Carli, relatore Valerio Marchisio, pp. 58. [Master's Degree Thesis]

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Abstract/Index

Literature review. Covid-19 effect on economics. An overview of the U.S. financial market. Data. Empirical results. Unconditional correlation. Conditional correlation.

References

Bibliografia: pp. 24-27.

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: Computational tools for finance
Thesis Supervisor: Marchisio, Valerio
Thesis Co-Supervisor: Lippi, Francesco
Academic Year: 2019/2020
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 21 Jan 2021 15:10
Last Modified: 21 Jan 2021 15:15
URI: https://tesi.luiss.it/id/eprint/28147

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