Impact of credit derivatives on US bank systemic risk
Rosato, Gabriele (A.A. 2021/2022) Impact of credit derivatives on US bank systemic risk. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 44. [Master's Degree Thesis]
![[img]](http://tesi.luiss.it/style/images/fileicons/application_pdf.png) |
PDF (Full text)
Restricted to Registered users only Download (328kB) | Request a copy |
Abstract/Index
Hypothesis and literature. Methodology and data. Empirical results. Results of regression. Macroeconomic extension. Robustness checks.
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 Economics and Finance (LM-56) |
| Chair: | Empirical finance |
| Thesis Supervisor: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Santucci de Magistris, Paolo |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Jan 2023 11:01 |
| Last Modified: | 26 Jan 2023 11:01 |
| URI: | https://tesi.luiss.it/id/eprint/34757 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
