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[{"key": "dc.contributor.advisor", "value": "Heimonen, Kari", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Alik\u00e4rri, Iiro", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2019-07-25T11:17:02Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2019-07-25T11:17:02Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2019", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/65119", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Systeemiriskill\u00e4 tarkoitetaan riski\u00e4, jonka seurauksena esimerkiksi yhden pankin konkurssi saattaa aiheuttaa rahoitussektorilla h\u00e4iri\u00f6it\u00e4, jotka levi\u00e4v\u00e4t my\u00f6s reaalitalouteen. T\u00e4ss\u00e4 tutkielmassa tarkastellaan rahoitussektorin systeemiriskin kehityst\u00e4 2000-luvulla DCoVaR -mittarin avulla. Rahoitussektorin systeemiriski on noussut rahoitusvakautta koskevan keskustelun sek\u00e4 rahoitusmarkkinoiden s\u00e4\u00e4ntelyn keski\u00f6\u00f6n vuosien 2007-2009 finanssikriisin j\u00e4lkeen.DCoVaR -mittari kertoo rahoitusj\u00e4rjestelm\u00e4n tappion ehdollistettuna yhden instituution ajautumiselle kriisiin. Se on siis rahoituslaitoksen ja rahoitusj\u00e4rjestelm\u00e4n h\u00e4nt\u00e4jakaumariippuvuuden mittari. T\u00e4m\u00e4n tutkielman empiirisess\u00e4 osiossa estimoidaan DCoVaR -mittari eurooppalaisella aineistolla ja tarkastellaan sen kehityst\u00e4 2000-luvulla. Lis\u00e4ksi tutkitaan, mitk\u00e4 pankkikohtaiset muuttujat ennustavat systeemiriskin kehityst\u00e4 viiv\u00e4stetyiss\u00e4 regressiomalleissa.Tulosten perusteella vaikuttaa silt\u00e4, ett\u00e4 globaalin finanssikriisin ja Euroopan velkakriisin j\u00e4lkeen rahoitusmarkkinoiden systeemiriski on j\u00e4\u00e4nyt kriisi\u00e4 edelt\u00e4v\u00e4\u00e4 tasoa korkeammalle tasolle. Pankkikohtaisten muuttujien vaikutuksia tutkittaessa vaikuttaa silt\u00e4, ett\u00e4 koko on t\u00e4rkein yksitt\u00e4inen systeemiriskiin vaikuttava tekij\u00e4. Lis\u00e4ksi my\u00f6s korkeampi P/B -arvostustaso ennustaa suurempaa systeemiriskikontribuutiota yhden ja kahden vuosinelj\u00e4nneksen viiveill\u00e4. Lainatappiopuskurien kasvattaminen pienent\u00e4\u00e4 pankkien systeemiriskikontribuutiota kaikilla tutkituilla viiveill\u00e4. T\u00e4m\u00e4n tutkielman analyysit koskevat vain pankkisektoria ja rajoittuvat pankkisektorillakin 26 Eurooppalaispankkiin, jotka kuuluvat alueen suurimpiin. Tuloksien yleist\u00e4misess\u00e4 koko rahoitussektoriin on siis k\u00e4ytett\u00e4v\u00e4 harkintaa. Tulokset ovat kuitenkin monilta osin yhtenevi\u00e4 aiemman systeemiriskin kirjallisuuden kanssa.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Marja-Leena Harjuniemi (mharjuni@jyu.fi) on 2019-07-25T11:17:02Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2019-07-25T11:17:02Z (GMT). No. of bitstreams: 0\n Previous issue date: 2019", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "53", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "CoVar", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "Delta Covar", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "value at risk", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "systeemiriski", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "pankkis\u00e4\u00e4ntely", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "makrovakauspolitiikka", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Rahoitusmarkkinoiden systeemiriskin kehitys Euroopassa - CoVar analyysi", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-201907253682", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Taloustieteet", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Business and Economics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Taloustiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Economics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "2041", "language": "", "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "rahoitusmarkkinat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "finanssikriisit", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "pankit", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "kriisit", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "s\u00e4\u00e4ntely", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "pankkikriisit", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "riskit", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.format.content", "value": "fulltext", "language": null, "element": "format", "qualifier": "content", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}, {"key": "dc.type.okm", "value": "G2", "language": null, "element": "type", "qualifier": "okm", "schema": "dc"}]
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