• norsk
    • English
  • norsk 
    • norsk
    • English
  • Logg inn
Vis innførsel 
  •   Hjem
  • Handelshøyskolen BI
  • Student papers
  • Master of Science
  • Vis innførsel
  •   Hjem
  • Handelshøyskolen BI
  • Student papers
  • Master of Science
  • Vis innførsel
JavaScript is disabled for your browser. Some features of this site may not work without it.

Spillover from Italian Political Risk to the Italian and the Euro Area Banking Sector

Fevang, Ole Tobias; Williams, Magnus
Master thesis
Thumbnail
Åpne
2287036.pdf (1.667Mb)
Master thesis excel attachment.xlsx (4.723Mb)
Permanent lenke
http://hdl.handle.net/11250/2624741
Utgivelsesdato
2019
Metadata
Vis full innførsel
Samlinger
  • Master of Science [1117]
Sammendrag
We examine if the political risk from the 2018 Italian election has caused a

spillover effect from Italian sovereign risk to the banking sector within Italy and

the Euro Area. We apply a panel regression to find evidence of correlation

between CDS spread of Italian sovereign CDS and Euro Area banks CDS spreads.

We find that there is a strong spillover from the Italian sovereign CDS to both the

Italian and the Euro Area banks CDS spread. We conclude that the spillover has

financially and statistically affected the banking sector in Italy and in the Euro

Area negatively.
Beskrivelse
Masteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2019
Utgiver
Handelshøyskolen BI

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit
 

 

Bla i

Hele arkivetDelarkiv og samlingerUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifterDenne samlingenUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifter

Min side

Logg inn

Statistikk

Besøksstatistikk

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit