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dc.contributor.advisorΧρίστου, Χριστίνα
dc.contributor.authorΧαρίσης, Νικόλαος
dc.date.accessioned2016-12-05T12:07:02Z
dc.date.available2016-12-05T12:07:02Z
dc.date.issued2015
dc.identifier.urihttps://dione.lib.unipi.gr/xmlui/handle/unipi/9258
dc.format.extent81el
dc.language.isoenel
dc.publisherΠανεπιστήμιο Πειραιώςel
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Διεθνές*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.titleNews events and market contagion : evidence from the European sovereign-debt crisisel
dc.typeMaster Thesisel
dc.contributor.departmentΣχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικήςel
dc.description.abstractENThis 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.masterΧρηματοοικονομική και Τραπεζική με κατεύθυνση στην Χρηματοοικονομική και Τραπεζική Διοικητικήel
dc.subject.keywordMarketel
dc.subject.keywordContagionel
dc.subject.keywordEuropean crisisel
dc.subject.keywordAmerican crisisel
dc.subject.keywordNewsel
dc.subject.keywordEventsel


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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
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Η δημιουργία κι ο εμπλουτισμός του Ιδρυματικού Αποθετηρίου "Διώνη", έγιναν στο πλαίσιο του Έργου «Υπηρεσία Ιδρυματικού Αποθετηρίου και Ψηφιακής Βιβλιοθήκης» της πράξης «Ψηφιακές υπηρεσίες ανοιχτής πρόσβασης της βιβλιοθήκης του Πανεπιστημίου Πειραιώς»