It takes the average reader 1 hour and 58 minutes to read Modelling Systemic Risk in Financial Markets by Andrea Ugolini
Assuming a reading speed of 250 words per minute. Learn more
This dissertation provides a study on systemic risk in financial markets; it is laid out as follows. Chapter 1 provides a survey of the quantitative measure of systemic risk in the economics and finance literature. In Chapter 2 examine, using conditional VaR (CoVaR), the systemic risk generated by major Spanish financial institutions in the recent global financial crisis and the European sovereign debt crisis as a systemic risk measure. CoVaR was quantified using quantile regression, multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) and copula approaches. We also...
Modelling Systemic Risk in Financial Markets by Andrea Ugolini is 116 pages long, and a total of 29,696 words.
This makes it 39% the length of the average book. It also has 36% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 2 hours and 42 minutes to read Modelling Systemic Risk in Financial Markets aloud.
Modelling Systemic Risk in Financial Markets is suitable for students ages 10 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
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