Systemic Risk: A VaR and CoVaR analysis of SPY index sectors

dc.contributor.advisor	Billio, Monica	it_IT
dc.contributor.author	Cernigliaro, Francesco <1997>	it_IT
dc.date.accessioned	2024-06-19	it_IT
dc.date.accessioned	2024-11-13T09:47:01Z
dc.date.available	2024-11-13T09:47:01Z
dc.date.issued	2024-07-18	it_IT
dc.identifier.uri	http://hdl.handle.net/10579/27357
dc.description.abstract		it_IT
dc.language.iso	en	it_IT
dc.publisher	Università Ca' Foscari Venezia	it_IT
dc.rights	© Francesco Cernigliaro, 2024	it_IT
dc.title	Systemic Risk: A VaR and CoVaR analysis of SPY index sectors	it_IT
dc.title.alternative	Systemic Risk Analysis	it_IT
dc.type	Master's Degree Thesis	it_IT
dc.degree.name	Economics, finance and sustainability	it_IT
dc.degree.level	Laurea magistrale	it_IT
dc.degree.grantor	Dipartimento di Economia	it_IT
dc.description.academicyear	sessione_estiva_2023-2024_appello_08-07-24	it_IT
dc.rights.accessrights	openAccess	it_IT
dc.thesis.matricno	974980	it_IT
dc.subject.miur	SECS-P/05 ECONOMETRIA	it_IT
dc.description.note		it_IT
dc.degree.discipline		it_IT
dc.contributor.co-advisor		it_IT
dc.date.embargoend		it_IT
dc.provenance.upload	Francesco Cernigliaro (974980@stud.unive.it), 2024-06-19	it_IT
dc.provenance.plagiarycheck	Monica Billio (billio@unive.it), 2024-07-08	it_IT