Sovereign debt risk and financial markets: three essays

dc.contributor.degreegrantinginstitution	Athens University of Economics and Business, Department of Accounting and Finance	el
dc.contributor.thesisadvisor	Georgoutsos, Dimitrios	el
dc.creator	Moratis, Georgios	en
dc.creator	Μωράτης, Γεώργιος	el
dc.date.accessioned	2025-03-26T19:45:40Z
dc.date.available	2025-03-26T19:45:40Z
dc.date.issued	22-03-2016
dc.description.abstract	This thesis is divided into five chapters. Chapter one presents the time line of the global financial crisis and the Eurozone sovereign debt crisis. Chapter two attempts to estimate the effect of sovereign credit rating changes on the pricing of default risk of Euro-zone States. Chapter three investigates empirically the contagion of default risk between the Euro-zone States and their banking sectors. Chapter four studies the determinants of default risk valuation for Euro-zone’s financial institutions. Chapter five concludes with a summary of the main contributions of the thesis.	el
dc.format.extent	265 σ.
dc.identifier.uri	https://pyxida.aueb.gr/handle/123456789/7664
dc.language	en
dc.rights	CC BY: Attribution alone 4.0
dc.rights.uri	https://creativecommons.org/licenses/by/4.0/
dc.subject	Global financial crisis	el
dc.subject	Eurozone sovereign debt crisis	el
dc.subject	Euro-zone states	el
dc.subject	Risk valuation	el
dc.title	Sovereign debt risk and financial markets: three essays	en
dc.type	Text

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