News releases and default risk perception: an empirical study during the sovereign debt crisis

Giaconi, Noemi (A.A. 2019/2020) News releases and default risk perception: an empirical study during the sovereign debt crisis. Tesi di Laurea in Advanced financial economics, Luiss Guido Carli, relatore Paolo Porchia, pp. 44. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Related literature. Methodology. A difference-in-differences model. A vector autoregressive model. Empirical results. Diff-in-diff outcomes. VAR outcomes.

References

Bibliografia: pp. 32-33.

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: Porchia, Paolo
Thesis Co-Supervisor: Zaccaria, Luana
Academic Year: 2019/2020
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 05 Jul 2021 10:59
Last Modified: 05 Jul 2021 10:59
URI: https://tesi.luiss.it/id/eprint/29974

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