Lessons from the failure of the Silicon Valley Bank in the finacial market
Scuvée, Charlotte Murielle Diane (A.A. 2023/2024) Lessons from the failure of the Silicon Valley Bank in the finacial market. Tesi di Laurea in Advanced financial economics, Luiss Guido Carli, relatore Stefano Marzioni, pp. 51. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Strategy of the Silicon Valley Bank. Timeline of events. Data and methodology. Data collection. Methodology of Brown and Warner model. Methodology of Fama-French three-factor model. Results. Impact on sectors of S&P500. Comparative analysis of modeling approaches. Sector-wise heterogeneous impact. Economical discussion about heterogeneity of sectors. Analysis of cumulative average abnormal returns.
References
Bibliografia: pp. 47-51.
| 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: | Advanced financial economics |
| Thesis Supervisor: | Marzioni, Stefano |
| Thesis Co-Supervisor: | Langer, Marshall |
| Academic Year: | 2023/2024 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 06 Feb 2025 08:34 |
| Last Modified: | 06 Feb 2025 08:34 |
| URI: | https://tesi.luiss.it/id/eprint/41184 |
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