Narrow search
Showing 1 - 4 of 4
Cover Image
Sovereign rating news and financial markets spillovers : evidence from the European debt crisis
Arezki, Rabah; Candelon, Bertrand; Sy, Amadou N. R. - 2011
Persistent link: https://www.econbiz.de/10009486229
Cover Image
How did markets react to stress tests?
Candelon, Bertrand; Sy, Amadou N. R. - 2015
Persistent link: https://www.econbiz.de/10011281613
Cover Image
Sovereign Rating News and Financial Markets Spillovers : Evidence From the European Debt Crisis
Candelon, Bertrand - 2011
This paper examines the spillover effects of sovereign rating news on European financial markets during the period 2007-2010. Our main finding is that sovereign rating downgrades have statistically and economically significant spillover effects both across countries and financial markets. The...
Persistent link: https://www.econbiz.de/10014400977
Cover Image
How Did Markets React to Stress Tests?
Candelon, Bertrand - 2015
We use event study methods to compare the market reaction to U.S. and EU-wide stress tests performed from 2009 to 2013 … outcome, the impact of subsequent U.S. exercises decreased over time. The 2011 EU exercise is the only EU-wide stress test …
Persistent link: https://www.econbiz.de/10014412023