Similar Search Results

The determinants of sovereign bond yield spreads in the EMU

Afonso, António; Arghyrou, Michael Georgiou; … - 2012

Persistent link: https://www.econbiz.de/10009722675

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

The determinants of sovereign bond yield spreads in the EMU

Afonso, António; Arghyrou, Michael Georgiou; … - 2012

Persistent link: https://www.econbiz.de/10011562362

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

Sovereign credit ratings, market volatility, and financial gains

Afonso, António; Gomes, Pedro; Taamouti, Abderrahim - 2014

Persistent link: https://www.econbiz.de/10011554962

Sovereign credit rating mismatches

Afonso, António; Albuquerque, André - In: Notas económicas 46 (2018), pp. 49-70

Persistent link: https://www.econbiz.de/10012116192

Sovereign credit ratin mismatches

Afonso, António; Albuquerque, André - 2017

Persistent link: https://www.econbiz.de/10011794884

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

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

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