Spillover Effects from Greek Sovereign Bonds : Evidence from Asia Pacific Banking Portfolios

QR Code

Spillover Effects from Greek Sovereign Bonds : Evidence from Asia Pacific Banking Portfolios

The European Crisis that originated from Greece then its spillover to Portugal, Spain, Cyrus, Italy and Ireland, and finally transforming into the European crisis we know today. It was claimed that the fire broke loose with the spark from U.S. subprime crisis that resulted in a credit crunch, and th...

Full description

Bibliographic Details
Main Author:	Lim, Kok Tiong
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2016
Online Access:	https://eprints.nottingham.ac.uk/36074/

Similar Items

Sovereign credit risk spillover
by: Xie, Hui
Published: (2014)

Cross country mean and volatility spillover effects of food prices: Evidence for Asia and Pacific
by: Alom, Fardous, et al.
Published: (2010)

Do crude oil prices spillover food prices? evidence for Asia and Pacific countries
by: Alom, Fardous
Published: (2015)

Effect of sovereign rating changes on bond market returns
by: Cheng, Fan Fah, et al.
Published: (2014)

Determinants of Credit Risk: Empirical Evidence from Asia-Pacific Banking Industry
by: Shi, Weihan
Published: (2013)

Handbook of Asian sovereign bond markets: yield & risk
by: Syed Mohamed, Mohamed Ariff, et al.
Published: (2013)

Volatility Spillover among CDS, Equities and Bonds during the 2007-2010 financial crisis: Evidence from the U.S. Market.
by: Bozhidarov, Kaloyan
Published: (2011)

Foreign direct investment and its spillover :empirical evidence from Malaysia
by: Shirley, Lim Ai Li.
Published: (2007)

Does the Malaysian sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2019)

DOES ETHICAL CONSTRAINT AFFECTS PORTFOLIO PERFORMANCE? EVIDENCE FROM UK SRI BOND FUNDS
by: Mensah, Andy
Published: (2011)

Investigation on firm efficiency: evidence from selected Asia-Pacific countries
by: Tan, Khar Mang, et al.
Published: (2018)

Determinants of CO2 emissions: evidence from Asia and the Pacific region
by: Jalil, Siti Ayu, et al.
Published: (2012)

Volatility spillover effects between financial markets: Evidence from the US and China
by: Xie, Meng-Xue
Published: (2017)

An Investigation of Service Operations Strategies: Evidence from Greek Service Organisations
by: Xakoustos, Georgios
Published: (2006)

Price Concentration: New Evidence from Greek Industries and the Cournot Model
by: Apergis, Nicholas, et al.
Published: (2013)

Impact of exchange rate and oil price on the yield of sovereign bond and sukuk: Evidence from Malaysian capital market / Huda Arshad, Ruhaini Muda and Ismah Osman
by: Arshad, Huda, et al.
Published: (2017)

Macroeconomic uncertainty and corporate capital structure: evidence from the Asia Pacific Region
by: Chow, Yee Peng, et al.
Published: (2019)

Adjustment to target debt maturity and equity mispricing: evidence from Asia Pacific
by: Kamarudin, Fakarudin, et al.
Published: (2018)

The volatility spillover effects in Chinese, the U.S and Vietnamese stock markets: Implication for portfolio design and hedging strategy
by: Nguyen, Duy Anh
Published: (2020)

Macroeconomic determinants of sovereign credit ratings and rating changes, and bond yields respond to rating changes
by: Soh, Wei Chee
Published: (2014)

Beware of Greeks Bearing Gifts?: Changing relations and Responses to and from Greek Settlers in Western Australia
by: Yiannakis, John
Published: (2005)

Spillover Effects of International Strategic Alliance in Banking Industry of China: Perspectives from Chinese Firms
by: Hou, Yuxuan
Published: (2014)

Essays on sovereign debt
by: Wang, Zilong
Published: (2016)

Do Investors Differentiate Return Components? Evidence from Asia Pacific Mutual Funds
by: Nguyen, Hoang Yen Nhu
Published: (2019)

ESG disclosure, firm internationalization, and firm financial performance: evidence from Asia-Pacific
by: Hussain, Waleed, et al.
Published: (2024)

Volatility Transmission and Risk Spillover Effects Between Oil and Stock Sector Markets in Malaysia : An Implication for Portfolio Management
by: Tan, Bee Ngor
Published: (2016)

Instructional leadership in centralised systems: evidence from Greek high-performing secondary schools
by: Kaparou, Mary, et al.
Published: (2015)

Tissue banking in the Asia-Pacific region - past, present, and future
by: Nather, Aziz, et al.
Published: (2007)

An Empirical Study of the Determinants of Sovereign Ratings : Evidence in ASEAN-5 Countries
by: Kurmanbayev, Saken
Published: (2013)

The Impact of Contingent Convertible Bonds on Bank Profitability: Evidence from the EU15 Banking Sector
by: Kinlocke, G
Published: (2017)

Unveiling the Mask of Sovereign Default
by: Tan, Zhao Tong, et al.
Published: (2017)

Pygmalion: from Greek Legend to My Fair Lady
by: Tony T.N. Hung,
Published: (2003)

Bank specific and economic factors on bank's non-interest based activities in Asia Pacific banking
by: Koh, Chin Wei, et al.
Published: (2017)

A multi country study of co-integration on bonds yields in selected five Asia Pacific countries.
by: Cheng, Fan Fah, et al.
Published: (2012)

The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context
by: Cheung, Adrian, et al.
Published: (2013)

Does diversification lead to better loan portfolio returns? Empirical evidence from Indonesian banks
by: Atahau, A., et al.
Published: (2017)

"The Chicken or the Egg " Greek settlement in Northbridge: Greeks in Metropolitan Western Australia
by: Yiannakis, John
Published: (2009)

Spillover Effects of Sanctions on Airlines
by: Corbet, S., et al.
Published: (2025)

'Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades
by: Md Abdul, Wasi, et al.
Published: (2022)

Mergers and acquisitions announcement and stock price reaction: evidence from Asia Pacific media and telecommunications industry
by: Govinasamy, Mahadhevan
Published: (2018)