MARKET RISK, CONNECTEDNESS AND TURBULENCE: A COMPARISON OF 21ST CENTURY FINANCIAL CRISES Dr. Daniel Ahelegbey, Professor, University of Pavia, Italy and Boston University, USA

Wednesday 29 April 2020, at 12:30 CEST

The talk will present network VAR models aimed at understanding whether dense financial market interconnections can reduce or amplify the impact of a financial crisis. The proposal is applied to the major global crisis of the 21st century: the tech crisis of 2001-2002; the financial crisis of 2008-2009; the on-going COVID crisis.