Browsing FGV EBAPE - Dissertações, Mestrado Acadêmico em Administração by Controlled vocabulary "Finanças"
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We're Chained: an analysis of systemic risk in finance
2015-08-14This dissertation presents two papers on how to deal with simple systemic risk measures to assess portfolio risk characteristics. The first paper deals with the Granger-causation of systemic risk indicators based in ...