A sensitivity analysis of the perceived risk index
Mequio, Luca (A.A. 2022/2023) A sensitivity analysis of the perceived risk index. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 82. [Master's Degree Thesis]
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Abstract/Index
Perceived risk index. An overview. The development process. Credit default swap. Implied volatility. Inverse stock price. Data and methodologies. Stock market sectors analysis. Methodologies used. Events analysed. Covid-19. Russian invasion of Ukraine.
References
Bibliografia: pp. 81-82.
| 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: | Marzioni, Stefano |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 24 May 2024 13:19 |
| Last Modified: | 24 May 2024 13:19 |
| URI: | https://tesi.luiss.it/id/eprint/38676 |
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