The European sovereign debt crisis and its impacts on financial markets:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
London [u.a.]
Routledge
2015
|
| Ausgabe: | 1. publ. |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027767787&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XIV, 134 S. zahlr. graph. Darst. |
| ISBN: | 9781138799073 1138799076 9781315756271 |
Internformat
MARC
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| 245 | 1 | 0 | |a The European sovereign debt crisis and its impacts on financial markets |c Go Tamakoshi and Shigeyuki Hamori |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a London [u.a.] |b Routledge |c 2015 | |
| 300 | |a XIV, 134 S. |b zahlr. graph. Darst. | ||
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| 650 | 7 | |a BUSINESS & ECONOMICS / General |2 bisacsh | |
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Datensatz im Suchindex
| _version_ | 1819250572454264832 |
|---|---|
| adam_text | Contents
List of figures xi
List of tables xiii
About the authors XV
Introduction 1
PARTI
How were dynamic correlations among financial markets
changed by the crisis? 9
1 Co-movements among stock markets of European
financial institutions 11
1.1 Introduction 11
L2 Empirical methodology 13
L3 Data 14
L4 Empirical results 17
L5 Conclusion 22
References 23
2 Co-movements among GUPS national stock indices 25
2.1 Introduction 25
2.2 Empirical methodology 27
2.3 Data 28
2.4 Empirical results 29
2.5 Conclusion 34
References 35
3 Co-movements among European exchange rates 37
3.1 Introduction 37
3.2 Empirical methodology 39
3.3 Data 41
viii Contents
3.4 Empirical results 42
3.5 Conclusion 48
References 50
PART II
How were causalities among financial markets
altered by the crisis?
4 The causality between Greek sovereign bond yields
and southern European banking sector equity returns
4.1 Introduction 55
4.2 Empirical methodology 57
4.3 Data 59
4.4 Empirical results 60
4.5 Conclusion 68
References 69
5 Causality between the US dollar and the euro
LIBOR-OIS spreads
5.1 Introduction 71
5.2 Data 73
5.3 Empirical results 74
5.4 Conclusion 79
References 80
6 Causality between the Euro and Greek sovereign CDS spreads
6.1 Introduction 82
6.2 Empirical methodology 84
6.3 Data 85
6.4 Empirical results 87
6.5 Conclusion 91
References 92
part m
When did structural changes in financial markets
occur due to the crisis?
7 Structural breaks in the volatility of the Greek
sovereign bond index
7.1 Introduction 97
7.2 Data 98
Contents ix
7.3 Empirical results 99
7.4 Conclusion 105
References 106
8 Structural breaks in spillovers among banking
stock indices in the EMU 108
8.1 Introduction 108
8.2 Empirical methodology 110
8.3 Data 111
8.4 Empirical results 113
8.5 Conclusion 119
References 120
9 Structural breaks In the relationship between the Eonia
and Euribor rates 121
9.1 Introduction 121
9.2 Empirical methodology 122
9.3 Data 123
9.4 Empirical results 124
9.5 Conclusion 128
References 128
First publication of each chapter
Index
131
133
|
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| id | DE-604.BV042331040 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T17:08:14Z |
| institution | BVB |
| isbn | 9781138799073 1138799076 9781315756271 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027767787 |
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| physical | XIV, 134 S. zahlr. graph. Darst. |
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| publisher | Routledge |
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| spellingShingle | Tamakoshi, Go The European sovereign debt crisis and its impacts on financial markets Debts, Public / Europe Capital market / Europe Economic development / Econometric models BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / General bisacsh Wirtschaft Wirtschaftsentwicklung Ökonometrisches Modell Ökonometrisches Modell (DE-588)4043212-9 gnd Finanzkrise (DE-588)7635855-0 gnd Kreditmarkt (DE-588)4073788-3 gnd Öffentliche Schulden (DE-588)4043153-8 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)7635855-0 (DE-588)4073788-3 (DE-588)4043153-8 (DE-588)4015701-5 |
| title | The European sovereign debt crisis and its impacts on financial markets |
| title_auth | The European sovereign debt crisis and its impacts on financial markets |
| title_exact_search | The European sovereign debt crisis and its impacts on financial markets |
| title_full | The European sovereign debt crisis and its impacts on financial markets Go Tamakoshi and Shigeyuki Hamori |
| title_fullStr | The European sovereign debt crisis and its impacts on financial markets Go Tamakoshi and Shigeyuki Hamori |
| title_full_unstemmed | The European sovereign debt crisis and its impacts on financial markets Go Tamakoshi and Shigeyuki Hamori |
| title_short | The European sovereign debt crisis and its impacts on financial markets |
| title_sort | the european sovereign debt crisis and its impacts on financial markets |
| topic | Debts, Public / Europe Capital market / Europe Economic development / Econometric models BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / General bisacsh Wirtschaft Wirtschaftsentwicklung Ökonometrisches Modell Ökonometrisches Modell (DE-588)4043212-9 gnd Finanzkrise (DE-588)7635855-0 gnd Kreditmarkt (DE-588)4073788-3 gnd Öffentliche Schulden (DE-588)4043153-8 gnd |
| topic_facet | Debts, Public / Europe Capital market / Europe Economic development / Econometric models BUSINESS & ECONOMICS / Econometrics BUSINESS & ECONOMICS / Economics / General BUSINESS & ECONOMICS / General Wirtschaft Wirtschaftsentwicklung Ökonometrisches Modell Finanzkrise Kreditmarkt Öffentliche Schulden Europa |
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