Search for dissertations about: "CoVaR"
Found 2 swedish dissertations containing the word CoVaR.
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1. Essays on systemic risk and financial market volatility
Abstract : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. READ MORE
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2. Essays on Systemic Risk in European Banking
Abstract : This thesis makes a contribution to systemic risk literature in the European banking system. The intimate interdependence between the European banking industries and the fragile GIIPS debt market has jeopardized the banking sector in Europe. READ MORE
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