Essays about: "Viktor Forsström"

Found 1 essay containing the words Viktor Forsström.

  1. 1. The Role of Uncertainty in the Scandinavian Banking Sector

    University essay from Linköpings universitet/Nationalekonomi

    Author : Viktor Forsström; Karl Lind; [2019]
    Keywords : Scandinavian banking sector; Uncertainty; Spillovers; Contagion; Connectedness; Network analysis; Quantile regression;

    Abstract : In this thesis we analyse the impact of uncertainty shocks in the Scandinavian banking sector. We apply the spillover approach developed by Diebold and Yilmaz (2009; 2012; 2014), followed by network analysis. Furthermore, the dynamics of uncertainty shocks are examined by applying a quantile regression approach. READ MORE