Measuring systemic risk in the Southeast Asian banking system: A CoVaR approach
The recent financial crisis has proven how integrated are the economies and the financial markets, and therefore how important is to understand the spillover effects, as well as to measure and manage systemic risk. The Southeast Asian market is no exception, even though little research has been done...
| Autor principal: | |
|---|---|
| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2021
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10071/21373 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/21373 |