Measuring systemic risk in the Italian banking ecosystem
Bo, Andrea (A.A. 2018/2019) Measuring systemic risk in the Italian banking ecosystem. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 60. [Master's Degree Thesis]
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Abstract/Index
Literature review. Theoretical framework. Conditional quantitative and quantile regression. Estimation methodology. Dataset. Unconditional estimation.
References
Bibliografia: pp. 41-43.
| 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: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Passadore Figueroa, Juan Francisco |
| Academic Year: | 2018/2019 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 18 Nov 2019 10:22 |
| Last Modified: | 18 Nov 2019 10:22 |
| URI: | https://tesi.luiss.it/id/eprint/25072 |
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