How do news announcements affect the spread between greek and german bond prices?

dc.contributor.advisor	Σκιαδόπουλος, Γεώργιος
dc.contributor.author	Καββέτα, Κωνσταντίνα Φ.
dc.date.accessioned	2014-04-29T09:25:31Z
dc.date.available	2014-04-29T09:25:31Z
dc.date.issued	2014-04-29T09:25:31Z
dc.identifier.uri	https://dione.lib.unipi.gr/xmlui/handle/unipi/5773
dc.language.iso	el
dc.rights	Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.el
dc.subject	Stock options
dc.subject	Stock price forecasting -- Econometric models
dc.subject	Bonds -- Prices -- Mathematical models
dc.title	How do news announcements affect the spread between greek and german bond prices?
dc.type	Master Thesis
europeana.isShownAt	https://dione.lib.unipi.gr/xmlui/handle/unipi/5773
dc.identifier.call	332.6 ΚΑΒ
dc.description.abstractEN	This thesis examines the effect of U.S. and European news announcements on the spread between Greek and German bonds as well as to the yield to maturity of Greek and to the yield to maturity of German bonds. It calculates the spreads as the difference between these two yields to maturities. It is important to focus on the fact that the announcements are divided in scheduled in which the timing is known from the beginning but not the content and in the unscheduled in which neither the timing nor the content is known.

Except where otherwise noted, this item's license is described as
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές