Systemic Risk Measures

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dc.contributor.advisor Pizzi, Claudio it_IT Scquizzato, Gianmarco <1989> it_IT 2017-02-23 it_IT 2017-05-08T03:45:50Z 2017-05-08T03:45:50Z 2017-03-14 it_IT
dc.description.abstract Considering the effects generated by the recent financial crisis, and, given the ease with which a situation of financial distress caused impact beyond and outwith financial system, the concept of systemic risk has gained even more attention in the worldwide community. Despite many studies, there is no recognised single definition of systemic risk and as demonstrated by the existence of numerose metrics in the relative literature, finding effective measures to assess systemic risk is one of the toughest challenges for many individuals and institutions. The aimo of this work is to provide a measure of systemic risk through the use of three econometric methods: principal component analysis, Granger causality test and nonlinear causality test of Diks and Panchenko. it_IT
dc.language.iso it_IT
dc.publisher Università Ca' Foscari Venezia it_IT
dc.rights © Gianmarco Scquizzato, 2017 it_IT
dc.title Systemic Risk Measures it_IT
dc.title.alternative it_IT
dc.type Bachelor Thesis it_IT Economia e finanza - economics and finance it_IT Laurea magistrale it_IT Dipartimento di Economia it_IT
dc.description.academicyear 2015/2016, sessione straordinaria it_IT
dc.rights.accessrights openAccess it_IT
dc.thesis.matricno 829994 it_IT
dc.subject.miur it_IT
dc.description.note it_IT it_IT it_IT it_IT
dc.provenance.upload Gianmarco Scquizzato (, 2017-02-23 it_IT
dc.provenance.plagiarycheck Claudio Pizzi (, 2017-03-06 it_IT

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