The impact of sovereign rating news on European Banks
Year of publication: |
Januar 2016
|
---|---|
Authors: | Caselli, Stefano ; Gandolfi, Gino ; Soana, Maria-Gaia |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 22.2016, 1, p. 142-167
|
Subject: | sovereign rating change | European banks | event study | spillovers | EU-Staaten | EU countries | Länderrisiko | Country risk | Ankündigungseffekt | Announcement effect | Bank | Ereignisstudie | Event study | Spillover-Effekt | Spillover effect |
-
Transnational spillover effects of European sovereign rating signals on bank stock returns
Hu, Haoshen, (2022)
-
The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market
Drago, Danilo, (2016)
-
Do sovereign rating changes trigger spillover effects?
Bissoondoyal-Bheenick, Emawtee, (2012)
- More ...
-
Sovereign rating events and bank share prices in the Italian market
Caselli, Stefano, (2013)
-
The Impact of Sovereign Rating News on European Banks
Caselli, Stefano, (2016)
-
Gandolfi, Gino, (2018)
- More ...