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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 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/10009160019
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The determinants of sovereign bond yield spreads in the EMU
Afonso, António; Arghyrou, Michael Georgiou; … - 2012
Persistent link: https://www.econbiz.de/10009722675
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Sovereign credit ratings and financial markets linkages : application to European data
Afonso, António; Furceri, Davide; Gomes, Pedro - 2011
Persistent link: https://www.econbiz.de/10011564852
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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 and Financial Markets Linkages : Application to European Data
Afonso, António - 2012
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/10013104642
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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
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What "hides" behind sovereign debt ratings?
Afonso, António; Gomes, Pedro; Rother, Philipp C. - In: New developments in financial modelling, (pp. 314-343). 2008
Persistent link: https://www.econbiz.de/10003981856
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Do fiscal imbalances deteriorate sovereign debt ratings?
Afonso, António; Gomes, Pedro - In: Revue économique : revue bimestrielle 62 (2011) 6, pp. 1123-1134
Persistent link: https://www.econbiz.de/10009377350
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Short- and long-run determinants of sovereign debt credit ratings
Afonso, António; Gomes, Pedro; Rother, Philipp C. - In: International journal of finance & economics : IJFE 16 (2011) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009159759
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Sovereign credit ratings, market volatility, and financial gains
Afonso, António; Gomes, Pedro; Taamouti, Abderrahim - 2014
Persistent link: https://www.econbiz.de/10010380053