The impact of sovereign credit rating news on credit default swap spreads
Övünç Gürsoy and Emin Avcı
Year of publication: |
2023
|
---|---|
Authors: | Gürsoy, Övünç ; Avcı, Emin |
Published in: |
Journal of East-West business. - Philadelphia, Pa. : Routledge, Taylor & Francis Group, ISSN 1528-6959, ZDB-ID 2091206-7. - Vol. 29.2023, 2, p. 97-113
|
Subject: | CDS spreads | credit ratings | event study | sovereign debt | Kreditderivat | Credit derivative | Kreditwürdigkeit | Credit rating | Länderrisiko | Country risk | Ankündigungseffekt | Announcement effect | Welt | World | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Ereignisstudie | Event study | Börsenkurs | Share price | Zinsstruktur | Yield curve | Ratingagentur | Rating agency |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Binici, Mahir, (2018)
-
Market price effects of agency sovereign debt announcements : importance of prior credit states
Binici, Mahir, (2020)
-
Do sovereign ratings cause instability in cross-border emerging CDS markets?
Ballester, Laura, (2021)
- More ...
Similar items by person