The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?
Year of publication: |
2015
|
---|---|
Authors: | Wengner, Andreas ; Burghof, Hans-Peter ; Schneider, Johannes |
Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 78.2015, C, p. 79-91
|
Publisher: |
Elsevier |
Subject: | Credit default swaps | Market reaction | Spillover effect | Event study |
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