Are credit rating agencies discredited? : measuring market price effects from agency sovereign debt announcements
Year of publication: |
February 2018
|
---|---|
Authors: | Binici, Mahir ; Hutchison, Michael M. ; Miao, Evan Weicheng |
Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
Subject: | CDS spreads | credit ratings | sovereign debt | Kreditwürdigkeit | Credit rating | Ratingagentur | Rating agency | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt | Länderrisiko | Country risk | Ankündigungseffekt | Announcement effect | Kreditrisiko | Credit risk | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (circa 51 Seiten) |
---|---|
Series: | Working papers / Bank for International Settlements. - Basle, ISSN 1682-7678, ZDB-ID 2467027-3. - Vol. no 704 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Market price effects of agency sovereign debt announcements : importance of prior credit states
Binici, Mahir, (2020)
-
The impact of sovereign credit rating news on credit default swap spreads
Gürsoy, Övünç, (2023)
-
Binici, Mahir, (2018)
- More ...
-
Market price effects of agency sovereign debt announcements : importance of prior credit states
Binici, Mahir, (2020)
-
Controlling Capital? : Legal Restrictions and the Asset Composition of International Financial Flows
Binici, Mahir, (2009)
-
Controlling capital? : Legal restrictions and the asset composition of international financial flows
Binici, Mahir, (2009)
- More ...