News events and market contagion : evidence from the European sovereign-debt crisis
| dc.contributor.advisor | Χρίστου, Χριστίνα | |
| dc.contributor.author | Χαρίσης, Νικόλαος | |
| dc.date.accessioned | 2016-12-05T12:07:02Z | |
| dc.date.available | 2016-12-05T12:07:02Z | |
| dc.date.issued | 2015 | |
| dc.identifier.uri | https://dione.lib.unipi.gr/xmlui/handle/unipi/9258 | |
| dc.format.extent | 81 | el |
| dc.language.iso | en | el |
| dc.publisher | Πανεπιστήμιο Πειραιώς | el |
| dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές | * |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
| dc.title | News events and market contagion : evidence from the European sovereign-debt crisis | el |
| dc.type | Master Thesis | el |
| dc.contributor.department | Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής | el |
| dc.description.abstractEN | This master thesis examines the existence of market contagion among the European Sovereign debt crisis. The collected data is divided into two periods; the pre-crisis period of the European crisis period (U.S crisis) and the European crisis period. The selected countries are not only countries that were majorly affected by the crisis (Greece, Ireland, Portugal, Italy, and Spain) but also Germany and United States as benchmark countries. The selected variables are 10 year government bonds and stock price index. The results revealed that the existence of market contagion was not limited among the aforementioned countries that were vastly hit by the crisis. Moreover, the subsistence of contagion was captured more efficiently through tests that included higher order moments. | el |
| dc.contributor.master | Χρηματοοικονομική και Τραπεζική με κατεύθυνση στην Χρηματοοικονομική και Τραπεζική Διοικητική | el |
| dc.subject.keyword | Market | el |
| dc.subject.keyword | Contagion | el |
| dc.subject.keyword | European crisis | el |
| dc.subject.keyword | American crisis | el |
| dc.subject.keyword | News | el |
| dc.subject.keyword | Events | el |
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Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής
Department of Banking & Financial Management
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές