Athens University of Economics and Business, Department of Accounting and Finance
Eurozone sovereign debt crisis
Euro-zone states
Risk valuation
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| Συλλογές | |
| Τίτλος |
Sovereign debt risk and financial markets: three essays |
| Δημιουργός |
Moratis, Georgios, Μωράτης, Γεώργιος |
| Συντελεστής |
Georgoutsos, Dimitrios Athens University of Economics and Business, Department of Accounting and Finance |
| Τύπος |
Text |
| Φυσική περιγραφή |
265 σ. |
| Γλώσσα |
en |
| Περίληψη |
This thesis is divided into five chapters. Chapter one presents the time line of the global financial crisis and the Eurozone sovereign debt crisis. Chapter two attempts to estimate the effect of sovereign credit rating changes on the pricing of default risk of Euro-zone States. Chapter three investigates empirically the contagion of default risk between the Euro-zone States and their banking sectors. Chapter four studies the determinants of default risk valuation for Euro-zone’s financial institutions. Chapter five concludes with a summary of the main contributions of the thesis. |
| Λέξη κλειδί |
Global financial crisis Eurozone sovereign debt crisis Euro-zone states Risk valuation |
| Ημερομηνία έκδοσης |
22-03-2016 |
| Άδεια χρήσης |
https://creativecommons.org/licenses/by/4.0/ |