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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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2019
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| Texto completo: | http://hdl.handle.net/10362/73501 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/73501 |