Essays on measuring systemic risk
The present dissertation explores various approaches of measuring the systemic risk, identifying the systemic important banking institutions and exploring extreme equity price movements of euro area banking institutions. It consists three chapters focusing on U.S. and euro area banking institutions....
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| Format: | Thesis |
| Language: | English |
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2020
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| Online Access: | http://hdl.handle.net/10889/13197 |
