Συλλογές
Τίτλος Financial crises, credit booms and sovereign problems
Δημιουργός Tsiagklanis, Panagiotis-Spyros
Συντελεστής Athens University of Economics and Business, Department of Economics
Sakellaris, Plutarchos
Τύπος Text
Φυσική περιγραφή 142p.
Γλώσσα en
Περίληψη In this dissertation I review the literature on the major types of financial crises –currency crises, debt crises, sudden stops and banking crises- and I highlight how money and credit are associated with financial crises episodes from a historical perspective. Next, I discuss the interaction of private and public sector, focusing on why they should not be studied separately and I summarize the main facts and lessons from the literature. Moreover, I present a VAR model in order to test whether there is a causal relationship between bond spreads and lending spreads, in the case of Eurozone.
Λέξη κλειδί Private sector
Public sector
Sovereign problems
Financial crises
Credit booms
Value at Risk (VaR)
Eurozone
Ημερομηνία 29-02-2016
Άδεια χρήσης https://creativecommons.org/licenses/by/4.0/