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Collections :	Ιδρυματικό Αποθετήριο ΟΠΑ / AUEB Institutional Repository Σχολή Διοίκησης Επιχειρήσεων / School of Business Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance Διδακτορικές διατριβές / PhD Theses

Title :	Sovereign debt risk and financial markets: three essays

Creator :	Moratis, Georgios Μωράτης, Γεώργιος

Contributor :	Athens University of Economics and Business, Department of Accounting and Finance (Degree granting institution) Georgoutsos, Dimitrios (Επιβλέπων καθηγητής)

Type :	Text

Extent :	265 σ.

Language :	en

Abstract :	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.

Abstract :

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.

Subject :	Global financial crisis Eurozone sovereign debt crisis Euro-zone states Risk valuation

Date Issued :	22-03-2016

Licence :

File: Moratis_2016.pdf

Type: application/pdf

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