Development of the ADCC model in Europe and the United States : analysis of the coefficient during crises, its drivers and an application to risk management

Référence bibliographique de Harlez de Deulin, Romain. Development of the ADCC model in Europe and the United States : analysis of the coefficient during crises, its drivers and an application to risk management. Louvain School of Management, Université catholique de Louvain, 2015. Prom. : Iania, Leonardo.
Permalien http://hdl.handle.net/2078.1/thesis:2566