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Identifier 000418389
Title Financial stability, monetary policy and growth : an empirical investigation of macrofinancial linkages
Alternative Title Χρηματοπιστωτική σταθερότητα, νομισματική πολιτική και ανάπτυξη: μια εμπειρική έρευνα των μακροοικονομικών διασυνδέσεων
Author Αποστολάκης, Γεώργιος Ν
Thesis advisor Παπαδόπουλος Αθανάσιος
Scientific advisor Σιδηρόπουλος Μωυσής
Βαρελάς Ερωτόκριτος
Reviewer Κουρέτας Γεώργιος
Καλαϊτζιδάκης Παντελής
Κουκουριτάκης Μίνωας
Γιαννέλλης Νικόλαος
Abstract In the aftermath of the global financial crisis, financial stability has captured the attention of scholars and central bankers and has become a prominent topic in the financial and economic literature. In this dissertation, we empirically examine the association between financial stress co-movements and spillovers among several economies using financial stress indices. Furthermore, we examine the interdependence of banking, securities and foreign exchange markets for the major advanced economies. In addition to examining the linkages of financial stress among countries and markets, we examine the relationship between financial stability and several macroeconomic fundamentals. In this dissertation, by conducting empirical macroeconomic and financial analysis, we seek to contribute to the continuously growing literature on financial stability. Keywords: Financial Stability; Monetary Stability; Growth; Financial Stress Index; Government Deficit; Housing Prices; Impulse Responses; Granger Causality; Dynamic Conditional Correlations; Stress Spillover Index; Stress Spillover Plots; Financial Crises; GIRs.
Language English
Subject Dynamic conditional correlations
Financial crises
Financial stability
Financial stress index
Generalized impulse responses/GIRs
Government deficit
Granger causality
Growth
Housing prices
Impulse responses
Monetary stability
Stress spillover index
Stress spillover plots
Αιτιότητα κατά Granger
Ανάπτυξη
Δείκτης διάχυσης στρες
Δείκτης χρηματοοικονομικού στρες
Διασπορά στρες
Κυβερνητικό έλλειμμα
Νομισματική σταθερότητα
Τιμές στέγασης
Χρηματοπιστωτικές κρίσεις
Χρηματοπιστωτική σταθερότητα
Issue date 2018-07-25
Collection   School/Department--School of Social Sciences--Department of Economics--Doctoral theses
  Type of Work--Doctoral theses
Permanent Link https://elocus.lib.uoc.gr//dlib/b/8/e/metadata-dlib-1538385979-287476-28039.tkl Bookmark and Share
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