The Euribor-EONIA Swap spread as an indicator of a financial crisis in the Eurozone
Abstract. The aim of this Master’s Thesis is to evaluate if the spread between the 3-month Euribor and the 3-month EONIA Swap was a valid indicator of a financial crisis in the Eurozone during 2005–2014. The method is to measure the degree of correlation to certain events during the financial crisis...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2019
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| Online Access: | http://jultika.oulu.fi/Record/nbnfioulu-201905081646 |