Sökning: "Ioannis Tzoumas"
Hittade 2 uppsatser innehållade orden Ioannis Tzoumas.
1. Quantifying the Impact of EU-US "Distressed" Financial Market Integration on European Credit Supply
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper proposes a new method for quantifying financial integration by adapting Adrian & Brunnermeier (2016)’s ΔCoVaR to conform with standard asset pricing literature (Lewellen & Nagel 2006, Cochrane 2009). We reconcile ΔCoVaR with standard microeconomic theory (Waller & Lewarne 1994) and test for causal relationships with respect to the contagion of US acute financial shocks to the EU’s loan supply. LÄS MER
2. Quantifying the Impact of Energy Prices on Financial Stability
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Financial stability has always been at the forefront of research for both academics and practitioners alike. Given the current Russian invasion of Ukraine and the importance of energy commodities to the economic and strategic integrity of countries, understanding the importance of energy commodity price fluctuations on financial stability is of crucial importance. LÄS MER