Market price effects of agency sovereign debt announcements : importance of prior credit states
Mahir Binici, Michael Hutchison, Evan Weicheng Miao
| Year of publication: |
2020
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|---|---|
| Authors: | Binici, Mahir ; Hutchison, Michael M. ; Miao, Evan Weicheng |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 69.2020, p. 769-787
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| Subject: | CDS spreads | Credit ratings | Sovereign debt | Öffentliche Schulden | Public debt | Kreditderivat | Credit derivative | Kreditwürdigkeit | Credit rating | Länderrisiko | Country risk | Ankündigungseffekt | Announcement effect | Öffentliche Anleihe | Public bond | Internationale Staatsschulden | International sovereign debt | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Ratingagentur | Rating agency | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012487452