Credit risk and interconnectedness: an asset pricing study
This study lay the foundation for merging two parallelly studied strains of academic literature asset risk factors and systemic banking risk, in order to create a measure incorporating credit risk in the banking sector and banking sector interconnectedness. The theoretical work accumulates to a prop...
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| Format: | masterThesis |
| Language: | eng |
| Published: |
2019
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| Online Access: | http://hdl.handle.net/10362/73501 |
| Country: | Portugal |
| Oai: | oai:run.unl.pt:10362/73501 |