The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market
Danilo Drago, Raffaele Gallo
| Year of publication: |
October 2016
|
|---|---|
| Authors: | Drago, Danilo ; Gallo, Raffaele |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 67.2016, p. 264-286
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| Subject: | Sovereign credit ratings | Credit default swaps | Event study | Spillover effect | Bank flows | Kreditderivat | Credit derivative | Spillover-Effekt | Länderrisiko | Country risk | Kreditwürdigkeit | Credit rating | Ankündigungseffekt | Announcement effect | Eurozone | Euro area | EU-Staaten | EU countries | Ereignisstudie | Welt | World | Öffentliche Anleihe | Public bond | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2016.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011711628