Analysis of the sovereign default risk: impact of Covid-19 on the Italian economy
Marzaro, Francesco (A.A. 2020/2021) Analysis of the sovereign default risk: impact of Covid-19 on the Italian economy. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 85. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Sovereign default risk. Model. Circular flow of funds. Households. Firms. Banks. External sector. Government. Market clearing. Equations of the model. Data, variables of interest and calibration. Pandemic experiment. Negative TFP shock. Sovereign debt shock. Main differences between sovereign debt and productivity shocks. Macroprudential policies effects.
References
Bibliografia: pp. 66-68.
| 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: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Proietti, Tommaso |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Mar 2022 15:56 |
| Last Modified: | 14 Mar 2022 15:56 |
| URI: | https://tesi.luiss.it/id/eprint/31703 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
