AUEB Library - Digital Repository

PYXIDA Institutional Repository
and Digital Library

Username
Password

Collections :	Ιδρυματικό Αποθετήριο ΟΠΑ / AUEB Institutional Repository Σχολή Οικονομικών Επιστημών / School of Economics Τμήμα Διεθνών και Ευρωπαϊκών Οικονομικών Σπουδών / Department of International and European Economic Studies Μεταπτυχιακές Εργασίες / Postgraduate dissertations

Title :	Contributing factors of spreads differentiations in Eurozone between PIIGS countries and Germany

Creator :	Rrasa, Fugert

Contributor :	Bilias, Ioannis (Επιβλέπων καθηγητής) Topaloglou, Nikolaos (Εξεταστής) Athens University of Economics and Business, Department of International and European Economic Studies (Degree granting institution)

Type :	Text

Extent :	56 p.

Language :	en

Identifier :	http://www.pyxida.aueb.gr/index.php?op=view_object&object_id=6771

Abstract :	On the current thesis is studied the spread between the yield curves between PIIGS (Portugal, Italy, Ireland, Greece, Spain) countries and Germany as well as the factors that impact the spreads. The selection of the variables and the regressions were based on the works of Lorenzo Codogno, Carlo Favero and Alessandro Missale (2003) and Athanasiadis (2010). Panel data methodology was used for the computation of the regression and the data cover the time period between 2000 and 2016. The results of the research indicate that global financial crisis, domestic risk and corporate risk impact positively and increase the spread between PIIGS and Germany.

Abstract :

On the current thesis is studied the spread between the yield curves between PIIGS (Portugal, Italy, Ireland, Greece, Spain) countries and Germany as well as the factors that impact the spreads. The selection of the variables and the regressions were based on the works of Lorenzo Codogno, Carlo Favero and Alessandro Missale (2003) and Athanasiadis (2010). Panel data methodology was used for the computation of the regression and the data cover the time period between 2000 and 2016. The results of the research indicate that global financial crisis, domestic risk and corporate risk impact positively and increase the spread between PIIGS and Germany.

Subject :	PIIGS Spreads Eurozone Επιτόκια δανεισμού Παράγοντες Ευρωζώνη

Date Available :	2019-01-29 23:24:41

Date Issued :	01/24/2019

Date Submitted :	2019-01-29 23:24:41

Access Rights :	Free access

Licence :

File: RRASA_2019.pdf

Type: application/pdf

Login