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Author: Τιακούδας, Δημήτριος
Tiakoydas, Dimitrios
Title: On the relationship between sovereign bond spreads and bond ratings: evidence from the Eurozone.
Date Issued: 2013
Department: Διατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών στην Οικονομική Επιστήμη
Supervisor: Παναγιωτίδης, Θεόδωρος
Panagiotidis, Theodoros
Abstract: The evolution of a global crisis into a Eurozone crisis lead to major differences between the sovereign bond yields of the European Nations, subsampling them into the core and the peripheral countries. We are looking to find if the ratings, of the three main Credit Rating Agencies, explain any variation of the spreads. Also we are looking for the role of the spreads, passing through some robust tests, in the explaining, the anticipation and generally in the self-fulfilling prophecy.
Keywords: Panel data
International finance market
Ratings agencies
Information: Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2013.
Appears in Collections:ΔΠΜΣ Οικονομική Επιστήμη (M)

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