Thèse. HEC. 2018

Systemic risk has played a key role in the propagation of the last global financial crisis. A large number ofsystemic risk measures have been developed to quant

I examine three topics related to systemic risk which not usually considered in mainstream research. I find evidence that coffee price risk might be hedged by U

This dissertation includes three essays. The first essay identifies the determinants of bank's risk contribution to systemic risk, and documents that banks with