Please use this identifier to cite or link to this item:
http://dspace.lib.uom.gr/handle/2159/15809
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 Debt |
Information: | Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2013. |
Appears in Collections: | ΔΠΜΣ Οικονομική Επιστήμη (M) |
Files in This Item:
File | Description | Size | Format | |
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TiakoudasDimitriosMsc2013.pdf | 2.2 MB | Adobe PDF | View/Open |
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