Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Year of publication: |
2023
|
---|---|
Authors: | Montes, Gabriel Caldas ; Maia, João Pedro Neves |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 67.2023, p. 1-23
|
Subject: | CDS spread | Credit rating agency | Interest rate | Sovereign risk | Länderrisiko | Country risk | Ratingagentur | Rating agency | Kreditwürdigkeit | Credit rating | Brasilien | Brazil | Kreditderivat | Credit derivative | Zins | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Welt | World | Öffentliche Anleihe | Public bond |
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