Connectedness as measures of systemic risk in the European banking system
The recent financial crisis and sovereign debt crisis in Europe have highlighted the need for systemic risk measures for macroprudential policy purposes. This thesis im-plemented three frameworks proposed by Billio et al. (2012) and Diebold & Yilmaz (2009, 2012, 2014) to investigate the intercon...
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| Muut tekijät: | , , , , , |
| Aineistotyyppi: | Pro gradu |
| Kieli: | eng |
| Julkaistu: |
2022
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| Aiheet: | |
| Linkit: | https://jyx.jyu.fi/handle/123456789/80090 |