The impact of the European sovereign debt crisis on the recovering from the financial crisis: Equity returns of the banking sector

Detalhes bibliográficos
Autor(a) principal: Duque, Madalena Santos Ribeiro Vieira
Data de Publicação: 2014
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/14597
Resumo: This paper analyses, through a dynamic panel data model, the impact of the Financial and the European Debt crisis on the equity returns of the banking system. The model is also extended to specifically investigate the impact on countries who received rescue packages. The sample under analysis considers eleven countries from January 2006 to June 2013. The main conclusion is that there was in fact a structural change in banks’ excess returns due to the outbreak of the European Debt Crisis, when stock markets were still recovering from the Financial Crisis of 2008.
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spelling The impact of the European sovereign debt crisis on the recovering from the financial crisis: Equity returns of the banking sectorBank returnsEuropean sovereign debt crisisPanel model estimationThis paper analyses, through a dynamic panel data model, the impact of the Financial and the European Debt crisis on the equity returns of the banking system. The model is also extended to specifically investigate the impact on countries who received rescue packages. The sample under analysis considers eleven countries from January 2006 to June 2013. The main conclusion is that there was in fact a structural change in banks’ excess returns due to the outbreak of the European Debt Crisis, when stock markets were still recovering from the Financial Crisis of 2008.NSBE - UNLRodrigues, Paulo Manuel MarquesRUNDuque, Madalena Santos Ribeiro Vieira2015-04-07T10:24:46Z2014-012014-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/14597TID:201529378enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:49:50Zoai:run.unl.pt:10362/14597Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:21:57.648884Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv The impact of the European sovereign debt crisis on the recovering from the financial crisis: Equity returns of the banking sector
title The impact of the European sovereign debt crisis on the recovering from the financial crisis: Equity returns of the banking sector
spellingShingle The impact of the European sovereign debt crisis on the recovering from the financial crisis: Equity returns of the banking sector
Duque, Madalena Santos Ribeiro Vieira
Bank returns
European sovereign debt crisis
Panel model estimation
title_short The impact of the European sovereign debt crisis on the recovering from the financial crisis: Equity returns of the banking sector
title_full The impact of the European sovereign debt crisis on the recovering from the financial crisis: Equity returns of the banking sector
title_fullStr The impact of the European sovereign debt crisis on the recovering from the financial crisis: Equity returns of the banking sector
title_full_unstemmed The impact of the European sovereign debt crisis on the recovering from the financial crisis: Equity returns of the banking sector
title_sort The impact of the European sovereign debt crisis on the recovering from the financial crisis: Equity returns of the banking sector
author Duque, Madalena Santos Ribeiro Vieira
author_facet Duque, Madalena Santos Ribeiro Vieira
author_role author
dc.contributor.none.fl_str_mv Rodrigues, Paulo Manuel Marques
RUN
dc.contributor.author.fl_str_mv Duque, Madalena Santos Ribeiro Vieira
dc.subject.por.fl_str_mv Bank returns
European sovereign debt crisis
Panel model estimation
topic Bank returns
European sovereign debt crisis
Panel model estimation
description This paper analyses, through a dynamic panel data model, the impact of the Financial and the European Debt crisis on the equity returns of the banking system. The model is also extended to specifically investigate the impact on countries who received rescue packages. The sample under analysis considers eleven countries from January 2006 to June 2013. The main conclusion is that there was in fact a structural change in banks’ excess returns due to the outbreak of the European Debt Crisis, when stock markets were still recovering from the Financial Crisis of 2008.
publishDate 2014
dc.date.none.fl_str_mv 2014-01
2014-01-01T00:00:00Z
2015-04-07T10:24:46Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/14597
TID:201529378
url http://hdl.handle.net/10362/14597
identifier_str_mv TID:201529378
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
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instacron_str RCAAP
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collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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