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Sovereign Credit Ratings and Financial Markets Linkages : Application to European Data
Afonso, António - 2011
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on the reaction of government yield spreads before and after announcements from rating agencies (Standard & Poor's, Moody's, Fitch). Our results show: significant responses of government bond yield...
Persistent link: https://www.econbiz.de/10013124928
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Sovereign Credit Ratings, Market Volatility, and Financial Gains
Afonso, António - 2014
The reaction of EU bond and equity market volatilities to sovereign rating announcements (Standard & Poor's, Moody's, and Fitch) is investigated using a panel of daily stock market and sovereign bond returns. The parametric volatilities are filtered using EGARCH specifications. The estimation...
Persistent link: https://www.econbiz.de/10013057674
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Carbon emissions and credit ratings
Safiullah, Md; Kabir, Md. Nurul; Dulal Miah, Md. - In: Energy economics 100 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012990370
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Emissions trading beyond Europe : linking schemes in a post-Kyoto world
Anger, Niels - In: Energy economics 30 (2008) 4, pp. 2028-2049
Persistent link: https://www.econbiz.de/10003745382
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International, US, and EU climate change control scenarios : results from EMF 22
Clarke, Leon (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003920292
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The economic effect of the EU biofuel target
Kretschmer, Bettina; Narita, Daiju; Peterson, Sonja - In: Energy economics 31 (2009), pp. 285-294
Persistent link: https://www.econbiz.de/10003939509
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The future of the European Emission Trading System and the Clean Development Mechanism in a post-Kyoto world
Klepper, Gernot - In: Energy economics 33 (2011) 4, pp. 687-698
Persistent link: https://www.econbiz.de/10009261709
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Price determinants in the EU ETS market : theory and econometric analysis with market fundamentals
Aatola, Piia; Ollikainen, Markku; Toppinen, Anne - In: Energy economics 36 (2013), pp. 380-395
Persistent link: https://www.econbiz.de/10009724681
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The relevance of process emissions for carbon leakage : a comparison of unilateral climate policy options with and without border carbon adjustment
Friedl, Birgit; Schinko, Thomas; Steininger, Karl W. - In: Energy economics 34 (2012), pp. 168-180
Persistent link: https://www.econbiz.de/10009692870
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Border tax adjustments in the climate policy context : CO 2 versus broad-based GHG emission targeting
Ghosh, Madanmohan; Luo, Deming; Muhammad Shahid Siddiqui; … - In: Energy economics 34 (2012), pp. 154-167
Persistent link: https://www.econbiz.de/10009692871