Συλλογές | |
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Τίτλος |
Financial crises, credit booms and sovereign problems |
Δημιουργός |
Tsiagklanis, Panagiotis-Spyros |
Συντελεστής |
Athens University of Economics and Business, Department of Economics Sakellaris, Plutarchos |
Τύπος |
Text |
Φυσική περιγραφή |
142p. |
Γλώσσα |
en |
Περίληψη |
In this dissertation I review the literature on the major types of financial crises –currency crises, debt crises, sudden stops and banking crises- and I highlight how money and credit are associated with financial crises episodes from a historical perspective. Next, I discuss the interaction of private and public sector, focusing on why they should not be studied separately and I summarize the main facts and lessons from the literature. Moreover, I present a VAR model in order to test whether there is a causal relationship between bond spreads and lending spreads, in the case of Eurozone. |
Λέξη κλειδί |
Private sector Public sector Sovereign problems Financial crises Credit booms Value at Risk (VaR) Eurozone |
Ημερομηνία |
29-02-2016 |
Άδεια χρήσης |
https://creativecommons.org/licenses/by/4.0/ |