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- 2023
-
Mark
Capturing time variation within systemic risk estimation
(
- Master (One yr)
- 2016
-
Mark
Systemic Risk of China’s Financial Sector: Evidence from the Stock Market
(
- Master (Two yrs)
- 2015
-
Mark
Systemic risk measurement in the Eurozone - A multivariate GARCH estimation of CoVaR
(
- Master (Two yrs)
-
Mark
A Study of the Systemic Risk in the Japanese Banking System - An application of the CoVaR method
(
- Master (One yr)
-
Mark
Nordic Banks - Credit Risk and Risk Linkages
(
- Master (One yr)
- 2014
-
Mark
Measuring systemic risk in the Nordic countries - An application of CoVaR
(
- Master (One yr)