Unit:
Deparment of EconomicsLibrary of the Faculty of Economics and of the Faculty of Business Administration
Author:
Balntas Evangelos
Supervisors info:
Δότσης Γεώργιος, Επίκουρος Καθηγητής, Τμήμα Οικονομικών Επιστημών, ΕΚΠΑ
Original Title:
Ελληνικό Τραπεζικό Σύστημα: η αντίδρασή του στις σημαντικές οικονομικές και πολιτικές ανακοινώσεις της περιόδου 2009-2015.
Translated title:
Greek Banking System: an Event Study on the Political and Financial announcements of 20009-2015
Summary:
This paper is focused on the reaction of the Greek Banking System the time of the important Political and Financial announcements. The purpose of this paper is to examine if the stocks of the major Greek Banks were affected due to those facts. We consider that the market that we are examine is efficient in the semi strong form and the stocks represent all the available information. The method that we are going to use is the Event Study Methodology. In order to perform an efficient analysis we will be using empyrical methods like the regression.
Main subject category:
Social, Political and Economic sciences
Keywords:
Risk Management, Event Study Methodology, Banking System