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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Bibliographic Details
Main Author: Henzler, Dominik (author)
Format: masterThesis
Language:eng
Published: 2021
Subjects:
Marginal Expected Shortfall
Financial crises
Systemic risk
International banks
Crises financeiras
Risco sistémico
Bancos internacionais
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10400.14/31258
Country:Portugal
Oai:oai:repositorio.ucp.pt:10400.14/31258

Internet

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

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