News events and market contagion : evidence from the European sovereign-debt crisis

Χαρίσης, Νικόλαος

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
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές