Zoekopdracht:
faculteit: "FEB" en publicatiejaar: "2010"
| Auteur | I. Abdellaoui | | Titel | Understanding the risk of stocks during the subprime crisis : a theoretical approach. |
| Begeleider | Z. Sautner |
| Jaar | 2010 |
| Faculteit | Faculteit Economie en Bedrijfskunde |
| Samenvatting | This thesis investigates two related subjects, namely both the progress and the determinants of the risk during the subprime crisis. With regard to the progress of the crisis, three important dates will be tested. The results seem to confirm the validity of these dates. With the determinants of the risk there will be emphasized on leverage and size. The results show that during the peak of the subprime crisis leverage and size did not had a significant impact on the change of the risk. An alternative model is then presented with variables that are crisis-related. The tests of these variables turn out to be all positive at only the peak of the crisis. |
| Soort document | scriptie bachelor |
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