Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero-volatility spreads
Year of publication: |
2014
|
---|---|
Authors: | Klein, Christian ; Stellner, Christoph |
Published in: |
Review of Financial Economics. - Elsevier, ISSN 1058-3300. - Vol. 23.2014, 2, p. 64-74
|
Publisher: |
Elsevier |
Subject: | European corporate bond markets | Sovereign risk | Sovereign ceiling | Rating | Z-spread |
-
Klein, Christian, (2014)
-
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis
Baum, Christopher F., (2013)
-
Credit rating agency announcements and the eurozone sovereign debt crisis
Baum, Christopher F., (2013)
- More ...
-
The systematic risk of corporate bonds : default risk, term risk, and index choice
Klein, Christian, (2014)
-
Stellner, Christoph, (2015)
-
Klein, Christian, (2014)
- More ...