The impact of exchange traded funds on systemic risk and their effects on volatility
Danese, Matteo (A.A. 2019/2020) The impact of exchange traded funds on systemic risk and their effects on volatility. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 54. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
The drivers behind the ETFs’ growth. Related literature. The impact of ETFs on systemic risk. The effects of ETFs on volatility. Model of reference. Empirical findings.
References
Bibliografia: pp. 39-42.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Torrisi, Alfio |
| Academic Year: | 2019/2020 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 04 May 2021 11:11 |
| Last Modified: | 04 May 2021 11:11 |
| URI: | https://tesi.luiss.it/id/eprint/29301 |
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