Browsing Archivio delle tesi by Subject "Financial crisis"

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Browsing Archivio delle tesi by Subject "Financial crisis"

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  • Diversification, leverage and systemic risk 
    Tasca, Paolo <1976> (Università Ca' Foscari Venezia, 2012-03-23)
    The Thesis investigates from a theoretical perspective the relationship between leverage, diversification and systemic risk. Moving from the folk wisdom that asset diversification enhances financial stability by dispersing ...
  • Essays on credit spreads 
    Fontana, Alessandro <1980> (Università Ca' Foscari Venezia, 2010-09-17)
    This thesis consists of three interdependent and original works on the relationship between Credit Default Swaps (CDS) and bond spreads. Chapter 1 studies the behaviour of the CDS-bond basis, i.e. the difference between ...