Wewel, Claudio Nicolai - 2014
This thesis consists out of three essays on systemic risk in the banking system and stock market contagion. The first … essay (Trapp and Wewel, 2013, "Transatlantic systemic risk") investigates which type of systemic risk common shocks or …, Hartmann-Wendels, and Wewel, 2013, "What can systemic risk measures predict?") contributes to the literature on the assessment …