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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.
Subject :Financial crises
Credit booms
Sovereign problems
Public sector
Private sector
Value at Risk (VaR)
Date :29-02-2016
Licence :

File: Tsiagklanis_2016.pdf

Type: application/pdf