Βιβλιοθήκη ΟΠΑ - Ψηφιακό Αποθετήριο

ΠΥΞΙΔΑ Ιδρυματικό Αποθετήριο
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Συλλογές :	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

Τίτλος :	Sovereign debt risk and financial markets: three essays

Δημιουργός :	Moratis, Georgios Μωράτης, Γεώργιος

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

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.

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 :

Αρχείο: Moratis_2016.pdf

Τύπος: application/pdf

Είσοδος