Measuring the effect of watch-preceded and direct rating changes : a note on credit markets
Year of publication: |
February 2018
|
---|---|
Authors: | Kiesel, Florian ; Kolaric, Sascha |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 50.2018, 2, p. 653-672
|
Subject: | Credit default swaps (CDS) | Credit quality | Credit rating | Credit watchlist | Event study | Kreditderivat | Credit derivative | Kreditwürdigkeit | Kreditrisiko | Credit risk | Kreditmarkt | Credit market | Ereignisstudie | Ratingagentur | Rating agency |
-
Sovereign credit ratings and CDS spreads in emerging Europe
Dopierała, Łukasz, (2020)
-
The impact of sovereign credit rating news on credit default swap spreads
Gürsoy, Övünç, (2023)
-
Impact of sovereign debt credit rating revision on banking industry : evidence from G7 countries
Tahmoorespour, Reza, (2019)
- More ...
-
Market Discipline through Credit Ratings and Too‐Big‐to‐Fail in Banking
KOLARIC, SASCHA, (2021)
-
Return patterns of South Korean stocks following large price shocks
Kolaric, Sascha, (2016)
-
Market discipline through credit ratings and too-big-to-fail in banking?
Kolaric, Sascha, (2017)
- More ...