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 … contagion dominated in the US and European banking systems at the onset of the Subprime Crisis. The second essay (Döring …