Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 12 of 12 for “"European sovereign debt crisis"”.
-
OPEC PRODUCTION DECISIONS, MACROECONOMIC NEWS AND VOLATILITY IN THE CANADIAN AND ENERGY MARKETS
… during, before and after the U.S. financial crisis and European sovereign debt crisis. Besides, we apply the impulse response analysis to decompose the exogenous effects into direct and indirect effects resulting from volatility spillover. We find that the effects of OPEC press releases and …
-
Sectoral dynamics of financial co-integration between BRICS and developed stock markets
… during the four phases of the Global Financial Crisis (GFC), the three phases of the European Sovereign Debt Crisis (ESDC) and the UK Brexit crisis. The sample includes daily sectoral equity indices over the period January 2006 to December 2017. The study applies the ADCC GJRGARCH model to …
-
An investigation into the profitability and sustainability of market timing strategies in Real Estate Investment Trusts (REITs): A global perspective
… over three periods covering the Global Financial Crisis, European Sovereign Debt crisis; and the Covid-19 pandemic. In general, the MA and TSM market timing rules exhibited very similar performance while the MMAC and DM market timing rules exhibited the highest returns. Of the four market timing …
-
The Greek debt debacle and the role of external debt in the EMU sovereign debt crisis and the ensuing landscape for peripheral european sovereign borrowers
This dissertation investigates the European Monetary Union (EMU) Sovereign Debt Crisis from a capital markets perspective. The realisation in 2009 that the Greek government owed much more than had been previously thought is taken as the starting point of the analysis. These concerns quickly spread …
-
Three papers in international economics and macroeconomics
… shocks across countries. In the case of the European sovereign debt crisis, we demonstrate that the U.S. branches of foreign parent banks were more likely to contract their lending and lose deposits in response to stress in the parent country than were the subsidiaries of foreign parents. We …
-
Bond yield modelling and its application in the European Union
… and applies various models to forecast the crisis which happened recently. Chapter 2 investigates a model utilising the term structure of interest rates to predict output growth and recession in the UK. In contrast to previous literature, information retrieved from the whole yield curve is …
-
Money market funds in the US and the EU: a legal and comparative analysis
… from the financial system also showed during the European sovereign debt crisis in the summer of 2011. The crisis prompted further regulatory debate on both sides of the Atlantic on how to make money market funds more resilient to investors’ runs and systemic shocks. The solutions that are …
-
The Stock Market, the Housing Market and Consumption
… and wealth. The recent subprime mortgage crisis in the US and the European sovereign debt crisis associated with the remarkable fluctuations in both stock and housing markets have brought new concerns over the response of consumer spending to asset price shocks. This thesis re-investigates …
-
Essays on International Stock and Bond Returns
… investigates the contagion effect between the European stock and bond markets, and between the Greek bond market and other European bond markets. The perspectives of nonlinear contagion effects and the predictability of contagion are also investigated in the first chapter. The main findings are …
-
Essays in Banking and Default
… and weak economic fundamentals lead to a banking crisis. Policy interventions face a trade-o¤ between alleviating banks' funding conditions and strengthening their risk-taking incentives. Due to this trade-off, liquidity provision to banks may eliminate the good equilibrium when it is not …
-
Credit Risk Determinants in European Banking: Evidence from Albania, Italy, Spain and Turkey (1998-2016)
… on loan defaults. The 2008 global financial crisis revealed the fragility of banking systems and highlighted the importance of identifying the determinants of credit risk, in order to prevent banking systems from collapse and as such to maintain the stability of the whole financial system. In …
-
Implosion in Greece? An analysis of the Greek debt crisis and its impacts on Europe and world markets
… thesis seeks to address the impact of the Greek debt crisis on the stability of the euro and Eurozone, and the best solutions to the crisis. The chapters of this study explore currency unions in theory and practice, the operational components of the Eurozone, fiscal policy and its importance in …