Essays about: "sovereign debt"

Showing result 1 - 5 of 65 essays containing the words sovereign debt.

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

3. 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

4. 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

5. 4. Beyond Credit Ratings: The Role of (E)SG in Sovereign Debt Investments

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oscar Wollmann; Filip Frisk; [2023]
   Keywords : ESG rating; Sovereign debt investments; Sovereign bond yields; Sustainability;

   Abstract : The study investigates the correlation between ESG performance and sovereign bond yield spreads using regression analysis. The results reveal a significant negative correlation between the Governance and Social indices and bond spreads, emphasising the importance of good governance practices and social stability in reducing the risk of sovereign debt default. READ MORE

6. 5. Investing in Emerging Markets: Environmental Performance and its Effect on Risk Profile

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Felicity Jaarnek; [2023]
   Keywords : CDS spread; sovereign debt; ESG; environment; emerging economies; Business and Economics;

   Abstract : Debt has gained paramount importance for policy makers, stakeholders, and investors due to its far-reaching implications on economic stability, growth prospects, and financial resilience. Meanwhile, environmental conditions are increasing in importance when assessing credit risk. READ MORE