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  • 标题:The Greek financial crisis: growing imbalances and sovereign spreads
  • 本地全文:下载
  • 作者:Heather D. Gibson ; Stephen Hall ; George S. Tavlas
  • 期刊名称:Discussion Papers / University of Leicester, Department of Economics
  • 出版年度:2011
  • 卷号:2011
  • 出版社:Leicester
  • 摘要:

    We discuss the origins of the Greek financial crisis as manifested in the growing fiscal and current-account deficits since euro-area entry in 2001. We then provide an investigation of spreads on Greek relative to German long-term government debt. Using monthly data over the period 2000 to 2010, we estimate a cointegrating relationship between spreads and their long-term fundamental determinants, and compare the spreads predicted by this estimated relationship with actual spreads. We find periods of both undershooting and overshooting of spreads compared to what is predicted by the economic fundamentals.

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