Volatility cycle and leverage cycle relationship
Vaccaro, Francesco (A.A. 2021/2022) Volatility cycle and leverage cycle relationship. Tesi di Laurea in Fixed income, credit and derivatives, Luiss Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 55. [Master's Degree Thesis]
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Abstract/Index
Cyclesc Volatility Cycle. Leverage cycle. Analytical and quantitative analysis' structure. Description of the variable used. Econometric approach through OLS regression. Case study. USA. UK. China. Europe. Credit heatmaps and interest rates.
References
Bibliografia: pp. 44-46.
| 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: | Fixed income, credit and derivatives |
| Thesis Supervisor: | Cybo-Ottone, Alberto Adolfo |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 24 Jan 2023 13:39 |
| Last Modified: | 24 Jan 2023 13:39 |
| URI: | https://tesi.luiss.it/id/eprint/34706 |
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