Geri Dön

Determinants of government bondyield spreads in eurozone duringcrises

Başlık çevirisi mevcut değil.

  1. Tez No: 726476
  2. Yazar: ALPER EMRE AYDİLEK
  3. Danışmanlar: DR. ERİC DE SOUZA
  4. Tez Türü: Yüksek Lisans
  5. Konular: Ekonomi, Maliye, Economics, Finance
  6. Anahtar Kelimeler: Belirtilmemiş.
  7. Yıl: 2015
  8. Dil: İngilizce
  9. Üniversite: Europacollege
  10. Enstitü: Yurtdışı Enstitü
  11. Ana Bilim Dalı: Belirtilmemiş.
  12. Bilim Dalı: Belirtilmemiş.
  13. Sayfa Sayısı: Belirtilmemiş.

Özet

Özet yok.

Özet (Çeviri)

This paper studies the determinants of sovereign bond yield spreads across ten Eurozone countries between the first quarters of 2000 and 2014 with a special focus on developments during the global financial crisis that started in 2007 and sovereign debt crisis that started in 2009. Despite the single currency, with the outbreak of global financial crisis the spreads between yields on government bonds of Eurozone countries and those of Germany increased significantly. Widening of spreads have continued for some countries during the sovereign debt crisis and reached historical levels. We apply a fixed effect model to identify the role of credit risk, liquidity risk and global investors' risk aversion on the spreads by proxying with fiscal variables, bid-ask spread and US corporate bond spread respectively. We find that during the pre-crises period financial markets are unresponsive to deterioration in fiscal position of governments and global risk perception has the main role in determination of spread levels. With the start of financial turmoil after the second half of 2007 investors have started to pay more attention to fiscal fundamentals and demanded compensation for credit risk. And also with the beginning of the sovereign debt crisis, the liquidity conditions of government bonds have had an important role on the spreads. While before and during the global financial crisis general investors' risk aversion had kept its importance, according to our findings its role diminished significantly during the sovereign debt crisis especially for periphery countries with high debt burden.

Benzer Tezler

  1. Spread determinants in corporate bond pricing: The effect of market and liquidity risk

    Özel sektör borçlanma araçlarında ek getiri oranı belirleyici faktörler: Likidite ve piyasa riski etkisi

    MENEVŞE ÖZDEMİR

    Doktora

    İngilizce

    İngilizce

    2017

    İşletmeBahçeşehir Üniversitesi

    İşletme Ana Bilim Dalı

    YRD. DOÇ. DR. AYŞE DİLARA ALTIOK YILMAZ

    YRD. DOÇ. DR. ELİF AKBEN SELÇUK

  2. Effect of macroeconomic news announcement on bond market

    Makroekonomik haber duyurularının tahvil piyasasına etkisi

    EZGİ GÜLBAŞ

    Doktora

    İngilizce

    İngilizce

    2024

    EkonomiYeditepe Üniversitesi

    Finansal İktisat Ana Bilim Dalı

    DOÇ. DR. SEMA DUBE

  3. CDS primlerinin makroekonomik ve finansal belirleyicileri

    Macroeconomic and financial determinants of CDS premiums

    AHMAD SUHAIL MOHAMMADI

    Yüksek Lisans

    Türkçe

    Türkçe

    2026

    EkonomiEskişehir Osmangazi Üniversitesi

    İktisat Ana Bilim Dalı

    DOÇ. DR. SEHER GÜLŞAH SEKMEN

  4. Büyük durgunluk döneminde finansal piyasaların dinamik koşullu korelasyon analizi

    Dynamic conditional correlation analysis of financial markets during the great recession

    YUSUF YALÇINKAYA

    Doktora

    Türkçe

    Türkçe

    2023

    Ekonomiİstanbul Üniversitesi

    İktisat Ana Bilim Dalı

    PROF. DR. HALİL TUNALI

  5. The bond risk premia: Analytical evidence from Turkey

    Tahvil risk primleri: Türkiye'den analitik kanıtlar

    MUHAMMED ÜNAL PAÇCI

    Doktora

    İngilizce

    İngilizce

    2024

    İşletmeBoğaziçi Üniversitesi

    İşletme Ana Bilim Dalı

    PROF. DR. NESRİN OKAY AKMAN