Search for dissertations about: "GIIPS"

Found 1 swedish dissertation containing the word GIIPS.

  1. 1. Essays on Systemic Risk in European Banking

    Author : Hassan Sabzevari; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Systemic Risk; CoVaR; GIIPS; Quantile Regression; DCC; CDS;

    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