Spillover effects of the European sovereign debt crisis on financial markets
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Title
Spillover effects of the European sovereign debt crisis on financial marketsAuthor (s)
Tutor/Supervisor; University.Department
Universitat Jaume I. Departament de Finances i ComptabilitatDate
2016-07-18Publisher
Universitat Jaume IAbstract
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. [-]
Subject
Grau en Finances i Comptabilitat | Grado en Finanzas y Contabilidad | Bachelor's Degree in Finance and Accounting | Crisis económica | Deuda financiera | Mercados financieros | Crisis financieras | Global Financial Crisis, 2008-2009 | Debt | Financial crises | Crisi financera global, 2007-2009 | Deute | Crisis financeres
Description
Treball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs: 2015/2016
Type
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