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Collections :	Ιδρυματικό Αποθετήριο ΟΠΑ / AUEB Institutional Repository Σχολή Οικονομικών Επιστημών / School of Economics Τμήμα Οικονομικής Επιστήμης / Department of Economics Μεταπτυχιακές Εργασίες / Postgraduate dissertations

Title :	Financial crises, credit booms and sovereign problems

Creator :	Tsiagklanis, Panagiotis-Spyros

Contributor :	Sakellaris, Plutarchos (Επιβλέπων καθηγητής) Athens University of Economics and Business, Department of Economics (Degree granting institution)

Type :	Text

Extent :	142p.

Language :	en

Abstract :	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.

Abstract :

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.

Subject :	Financial crises Credit booms Sovereign problems Public sector Private sector Value at Risk (VaR) Eurozone

Date :	29-02-2016

Licence :

File: Tsiagklanis_2016.pdf

Type: application/pdf

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