Global analysis of the determinants of systemic risk during the Global Financial Crisis of 2008 and the European Sovereign Debt Crisis

This Dissertation aims to provide a differentiated answer to the research question “What drives banks’ contribution to systemic risk during periods of financial turmoil?” This research also distinguishes between contribution to local and contribution to global systemic risk in order to shed light on...

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Detalhes bibliográficos
Autor principal: Henzler, Dominik (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2021
Assuntos:
Marginal Expected Shortfall
Financial crises
Systemic risk
International banks
Crises financeiras
Risco sistémico
Bancos internacionais
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Texto completo:http://hdl.handle.net/10400.14/31258
País:Portugal
Oai:oai:repositorio.ucp.pt:10400.14/31258

Texto Completo

http://hdl.handle.net/10400.14/31258

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