Essays about: "sovereign debt"

Showing result 16 - 20 of 65 essays containing the words sovereign debt.

  1. 16. The Role of Uncertainty in the Scandinavian Banking Sector

    University essay from Linköpings universitet/Nationalekonomi

    Author : Viktor Forsström; Karl Lind; [2019]
    Keywords : Scandinavian banking sector; Uncertainty; Spillovers; Contagion; Connectedness; Network analysis; Quantile regression;

    Abstract : In this thesis we analyse the impact of uncertainty shocks in the Scandinavian banking sector. We apply the spillover approach developed by Diebold and Yilmaz (2009; 2012; 2014), followed by network analysis. Furthermore, the dynamics of uncertainty shocks are examined by applying a quantile regression approach. READ MORE

  2. 17. In the traces of a crisis An individual-level analysis of the impact of the European sovereign debt crisis on voter participation in the 2014 European Parliament election

    University essay from Lunds universitet/Statsvetenskapliga institutionen

    Author : Aleksandar Sibinovic; [2018]
    Keywords : Law and Political Science;

    Abstract : Elections to the European Parliament have since they were introduced in 1979 been, as scholars define it, a “second-order” election. They are typically as such characterized through the losses for national government parties, surge of smaller parties, low interest from the public in general and most of all low levels of voter participation. READ MORE

  3. 18. Credit rating impact on the CDS market: the case of PIIGS countries coving European debt crisis period

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Xiaoan Zhou; [2018]
    Keywords : Sovereign Credit Rating; Credit Rating Agencies; CDS market; Sovereign CDS spread; European debt crisis;

    Abstract : In this paper, I analyze the impact of sovereign debt rating to CDS market under PIIGS (Portugal, Italy, Ireland, Greece and Spain) context during the European Debt Crisis. Via panel regression, I find country's sovereign rating and outlook have significant impact on the CDS market during the pre-crisis period. READ MORE

  4. 19. Testing the effects of short-selling constraints in Europe using GARCH models

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kasper Uhd Jepsen; Anna Sofia Louise Karlsson; [2018]
    Keywords : GARCH; Short selling; short sale restrictions; EGARCH; volatility; Business and Economics;

    Abstract : By betting on market downturns, short sellers make profits from asset declines. Thus, critics often blame short sellers for being responsible for market downturns and as a consequence, short selling restrictions became a popular phenomenon worldwide post the 2008 financial crisis. READ MORE

  5. 20. The Cost and Benefits of a Swedish EMU Membership : An analysis of the consequences for Sweden to had opted out of the European Monetary Union

    University essay from Södertörns högskola/Nationalekonomi

    Author : Rafael Foscarini; [2018]
    Keywords : Sweden; Finland; EMU; Monetary Policy; OCA;

    Abstract : The 2008/2009 world financial crisis, as well as the 2010 onwards European sovereign debt crisis, retriggered the debate on costs and benefits of a European Monetary Union membership. This thesis examines whether Sweden experienced net costs or benefits in opting out the EMU, especially in comparison to Finland due to the close link between both economies, as well as cultural and geographical similarities. READ MORE