Essays about: "sovereign debt crisis"

Showing result 1 - 5 of 51 essays containing the words sovereign debt crisis.

  1. 1. Navigating Through Crisis: A Case Study of the Greek Sovereign Debt Crisis and Its Migratory Effects

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Lars Binger; Jakob Gruss; [2024]
    Keywords : Greek Sovereign Debt Crisis; Migration; Emigration; Synthetic Control Method; Influencing Factors;

    Abstract : This study explores the patterns of emigration from Greece and migration rates within Greece in the aftermath of the Greek Sovereign Debt Crisis. Employing the Synthetic Control Method (SCM), we construct a hypothetical, counterfactual to Greece, the Synthetic Greece. Our key findings include a marked increase in emigration with emigration rates 0. READ MORE

  2. 2. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

    University essay from Göteborgs universitet/Graduate School

    Author : Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
    Keywords : Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

    Abstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE

  3. 3. Boosting Growth in Crisis: Evaluating the Role of Fiscal Stimulus in Sweden’s Pandemic Recovery

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Lovisa Sundqvist; [2023]
    Keywords : Covid-19; fiscal policy; fiscal multipliers; government debt sustainability; debt dynamics; Sweden; Business and Economics;

    Abstract : The Covid-19 crisis presents an opportunity to evaluate the effectiveness of fiscal policy by investigating how fiscal stimuli aided recovery from the pandemic in Sweden. As Covid-19 have led to increased concerns of unsustainable debt levels, questions of how government spending has affected the economic rebound and fiscal sustainability arises. READ MORE

  4. 4. Macroeconomic Determinants of Sovereign Credit Risk

    University essay from

    Author : Adam Aleb; Rashid Hassan; [2022-07-04]
    Keywords : Macroeconomic Determinants; Credit Risk; Government Bond Yields; Cointegration; Long-run and Short-run Determinants; VECM; ARDL; FEVD;

    Abstract : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. READ MORE

  5. 5. Tax incentives on research and development : Effects in times of economic distress

    University essay from Högskolan Dalarna/Institutionen för kultur och samhälle

    Author : Martin Bruns; [2021]
    Keywords : R D; BERD; tax incentives; OECD; economic distress;

    Abstract : Tax incentives on research and development (R&D) are an important and widely used policyinstrument to elevate business enterprise expenditure on R&D (BERD). In times of economicdistress, firms tend to reduce their R&D investments, although it is crucial for long-termeconomic growth to keep those at a stable level. READ MORE