The effects of systemic risk in Portugal: A CoVaR approach
The Great Recession in the context of financial globalization raised the interest in systemic risk's measurement. The main goal of this dissertation is the study of systemic risk dynamics in the Portuguese financial system between 02/06/2003 and 30/06/2020. Specifically, we analyze the impact o...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2020
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| Texto completo: | http://hdl.handle.net/10071/21231 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/21231 |