Caiazzo, Emmanuel (2022) Three Essays in Financial Crises. [Tesi di dottorato]
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| Item Type: | Tesi di dottorato |
|---|---|
| Resource language: | English |
| Title: | Three Essays in Financial Crises |
| Creators: | Creators Email Caiazzo, Emmanuel emmanuel.caiazzo@unina.it |
| Date: | 8 March 2022 |
| Number of Pages: | 67 |
| Institution: | Università degli Studi di Napoli Federico II |
| Department: | Scienze Economiche e Statistiche |
| Dottorato: | Economia |
| Ciclo di dottorato: | 34 |
| Coordinatore del Corso di dottorato: | nome email Pagano, Marco marco.pagano@unina.it |
| Tutor: | nome email Zazzaro, Alberto UNSPECIFIED |
| Date: | 8 March 2022 |
| Number of Pages: | 67 |
| Keywords: | Bank, Financial Contagion, Systemic Risk |
| Settori scientifico-disciplinari del MIUR: | Area 13 - Scienze economiche e statistiche > SECS-P/01 - Economia politica |
| Date Deposited: | 16 Mar 2022 21:53 |
| Last Modified: | 28 Feb 2024 14:05 |
| URI: | http://www.fedoa.unina.it/id/eprint/14531 |
Collection description
The thesis consists of three chapters. First, we discuss the severity of financial contagion in a banking system in which banks connect each other through inter-bank lending and overlapping portfolios. In the second, we discuss the asset allocation problem for a bank facing liquidity risk. The third chapter investigates the effects of the economic complexity index on financial fragility.
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