European rating actions, investor reaction, and bond spread volatility
Jean-Noël Ory and Philippe Raimbourg
| Year of publication: |
2015
|
|---|---|
| Authors: | Ory, Jean-Noël ; Raimbourg, Philippe |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 44.2015, 2, p. 333-360
|
| Subject: | Anleihe | Bond | Zinsstruktur | Yield curve | Kreditwürdigkeit | Credit rating | Ankündigungseffekt | Announcement effect | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Schätzung | Estimation | Europa | Europe | 1999-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011401077