The European Sovereign Debt Crisis and Its Impacts on Financial Markets
Autor Go Tamakoshi, Shigeyuki Hamorien Limba Engleză Hardback – 12 feb 2015
This book is among the first to conduct a thorough empirical analysis of the European sovereign debt crisis. It analyses, using advanced econometric methodologies, why the crisis escalated so prominently, having significant impacts on a wide range of financial markets, and was not just limited to government bond markets.
The book also allows one to understand the consequences and the overall impact of such a debt crisis, enabling investors and policymakers to formulate diversification strategies, and create suitable regulatory frameworks.
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Specificații
ISBN-13: 9781138799073
ISBN-10: 1138799076
Pagini: 150
Ilustrații: 18 black & white illustrations, 39 black & white tables, 18 black & white line drawings
Dimensiuni: 156 x 234 x 15 mm
Greutate: 0.34 kg
Ediția:1
Editura: Taylor & Francis
Colecția Routledge
Locul publicării:Oxford, United Kingdom
ISBN-10: 1138799076
Pagini: 150
Ilustrații: 18 black & white illustrations, 39 black & white tables, 18 black & white line drawings
Dimensiuni: 156 x 234 x 15 mm
Greutate: 0.34 kg
Ediția:1
Editura: Taylor & Francis
Colecția Routledge
Locul publicării:Oxford, United Kingdom
Public țintă
Postgraduate and UndergraduateCuprins
Introduction Part I:How were dynamic correlations among financial markets changed by the crisis? 1. Co-movements among stock markets of European financial institutions 2. Co-movements among GIIPS national stock indices 3. Co-movements among European exchange rates Part II:How were causalities among financial markets altered by the crisis? 4. The causality between Greek sovereign bond yields and southern European banking sector equity returns 5. Causality between the US dollar and the euro LIBOR-OIS spreads 6. Causality between the Euro and Greek sovereign CDS spreads Part III:When did structural changes owing to the crisis occur in financial markets? 7. Structural breaks in the volatility of the Greek sovereign bond index 8. Structural breaks in spillovers among banking stock indices in the EMU 9. Structural breaks in the relationship between the Eonia and Euribor rates in the interbank money market
Notă biografică
Go Tamakoshi is a Research Fellow at Department of Economics of Kobe University in Japan. He received his PhD in Economics from Kobe University, MBA from MIT Sloan School of Management, MS and MPP from the University of Michigan, Ann Arbor, and BA from Kyoto University. He has published many papers in refereed journals, such as European Journal of Finance, Applied Financial Economics, and North American Journal of Economics and Finance.
Shigeyuki Hamori is a Professor of Economics at Kobe University in Japan. He received his PhD from Duke University and has published many papers in refereed journals. He is the author or co-author of Rural Labor Migration, Discrimination, and the New Dual Labor Market in China (Springer, 2014), and Indian Economy: Empirical Analysis on Monetary and Financial Issues in India (World Scientific, 2014). He is also the co-editor of Global Linkages and Economic Rebalancing in East Asia (World Scientific, 2013) and Financial Globalization and Regionalism in East Asia (Routledge, 2014).
Shigeyuki Hamori is a Professor of Economics at Kobe University in Japan. He received his PhD from Duke University and has published many papers in refereed journals. He is the author or co-author of Rural Labor Migration, Discrimination, and the New Dual Labor Market in China (Springer, 2014), and Indian Economy: Empirical Analysis on Monetary and Financial Issues in India (World Scientific, 2014). He is also the co-editor of Global Linkages and Economic Rebalancing in East Asia (World Scientific, 2013) and Financial Globalization and Regionalism in East Asia (Routledge, 2014).
Descriere
This book focuses on European banks and analyzes many different aspects of a debt crisis. It covers the cause and the various implications that results from it, allowing a deeper understanding of the effect to enable one to formulate prevention measures and diversification strategies.