Browsing Universitat Pompeu Fabra by authors/directors "Hans, Christina"

Browsing Universitat Pompeu Fabra by authors/directors "Hans, Christina"

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  • Hans, Christina (Date of defense: 26-09-2017)
    This thesis investigates various aspects of systemic risk in nancial networks. Chapter 1 explores the existence of a contagion channel to security returns given that banks are connected via overlapping portfolios. Making ...