Narrow search
Showing 1 - 2 of 2
Cover Image
Sovereign credit ratings and financial markets linkages : application to European data
Afonso, António; Furceri, Davide; Gomes, Pedro - 2011
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on the reaction of …
Persistent link: https://www.econbiz.de/10009160019
Cover Image
Sovereign credit ratings and financial markets linkages : application to European data
Afonso, António; Furceri, Davide; Gomes, Pedro - In: Journal of international money and finance 31 (2012) 3, pp. 606-638
Persistent link: https://www.econbiz.de/10009632012