How credit ratings affect sovereign credit risk : cross-border evidence in Latin American emerging markets
Year of publication: |
March 2017
|
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Authors: | Ballester, Laura ; González-Urteaga, Ana |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 30.2017, p. 200-214
|
Subject: | CDS spreads | Credit ratings | Emerging markets | Spillover effects | GVAR | Lateinamerika | Latin America | Schwellenländer | Emerging economies | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Spillover-Effekt | Spillover effect | Kreditderivat | Credit derivative | Länderrisiko | Country risk |
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