Show simple item record

dc.contributor.authorFevang, Ole Tobias
dc.contributor.authorWilliams, Magnus
dc.date.accessioned2019-10-28T07:29:06Z
dc.date.available2019-10-28T07:29:06Z
dc.date.issued2019
dc.identifier.urihttp://hdl.handle.net/11250/2624741
dc.descriptionMasteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2019nb_NO
dc.description.abstractWe 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.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjectfinansnb_NO
dc.subjectfinancenb_NO
dc.subjectfinancial economicsnb_NO
dc.titleSpillover from Italian Political Risk to the Italian and the Euro Area Banking Sectornb_NO
dc.typeMaster thesisnb_NO


Files in this item

Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record