Συλλογές
Τίτλος Contributing factors of spreads differentiations in Eurozone between PIIGS countries and Germany
Δημιουργός Rrasa, Fugert
Συντελεστής Bilias, Ioannis
Topaloglou, Nikolaos
Athens University of Economics and Business, Department of International and European Economic Studies
Τύπος Text
Φυσική περιγραφή 56 p.
Γλώσσα en
Αναγνωριστικό http://www.pyxida.aueb.gr/index.php?op=view_object&object_id=6771
Περίληψη 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.
Λέξη κλειδί PIIGS
Spreads
Eurozone
Επιτόκια δανεισμού
Ευρωζώνη
Παράγοντες
Διαθέσιμο από 2019-01-29 23:24:41
Ημερομηνία έκδοσης 01/24/2019
Ημερομηνία κατάθεσης 2019-01-29 23:24:41
Δικαιώματα χρήσης Free access
Άδεια χρήσης https://creativecommons.org/licenses/by/4.0/