Tesis doctorals> Departament de Gestió d'Empreses

Análisis de la incidencia de la crisis financiera a través de los spreads de bonos soberanos en la Unión Europea y América Latina

  • Identification data

    Identifier: TDX:1256
    Handle: https://hdl.handle.net/20.500.11797/TDX1256
    Authors:
    Martínez, Lisana Belén
    Abstract:
    This thesis aims to analyze the evolution and determinants of sovereign bond spreads, in order to probe that they are a good instrument to assess crisis, since bond spreads reflect the economic situation. We consider the current financial crisis as a critical period of analysis. The evolutions of spreads are observed for two specific geographical areas and we identify their main drivers. In particular, we analyze sovereign bond markets from European Union and Latin America. For each group of markets, we apply three methodologies: Pearson correlations, self-organizing Kohonen maps and panel data. Results of each methodology are consistent and significant, which allows us to obtain interesting conclusions regarding financial markets analyzed.

  • Others:

    Date: 2013-07-15
    Departament/Institute: Departament de Gestió d'Empreses Universitat Rovira i Virgili.
    Language: spa
    Identifier: http://hdl.handle.net/10803/126445
    Source: TDX (Tesis Doctorals en Xarxa)
    Author: Martínez, Lisana Belén
    Director: Terceño Gómez, Antonio Teruel Carrizosa, Mercedes
    Format: application/pdf 239 p.
    Publisher: Universitat Rovira i Virgili
    Keywords: América Latina Unión Europea Spreads soberanos
    Title: Análisis de la incidencia de la crisis financiera a través de los spreads de bonos soberanos en la Unión Europea y América Latina
    Subject: 336 - Finances. Banca. Moneda. Borsa 33 - Economia

  • Keywords:

    336 - Finances. Banca. Moneda. Borsa
    33 - Economia

  • Documents:

    Memoria

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