Spillover effects of the European sovereign debt crisis on financial markets
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Spillover effects of the European sovereign debt crisis on financial marketsAutoria
Tutor/Supervisor; Universitat.Departament
Universitat Jaume I. Departament de Finances i ComptabilitatData de publicació
2016-07-18Editor
Universitat Jaume IResum
This work consists in the study of the crisis through macroeconomic data of the 8
Eurozone countries, especially two indicators that have been important since 2008:
Indexes and risk premium. To do so has been obtained ... [+]
This work consists in the study of the crisis through macroeconomic data of the 8
Eurozone countries, especially two indicators that have been important since 2008:
Indexes and risk premium. To do so has been obtained daily data from 1 January 2005
to 31 December 2015. The study will be based on the difference of two sets of
countries: Peripheral vs. Central. For this, we carry out two regressions that are
analysed between countries and how the variables are performed. The end of work is
to demonstrate that the effects of the crisis have not been the same for all countries
and has been a risk of contagion that has been reflected in macroeconomic data from
countries in southern Europe. [-]
Paraules clau / Matèries
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Descripció
Treball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs: 2015/2016
Tipus de document
info:eu-repo/semantics/bachelorThesisDrets d'accés
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info:eu-repo/semantics/restrictedAccess