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Sovereign rating news and financial markets spillovers: Evidence from the European debt crisis
Arezki, Rabah; Candelon, Bertrand; Sy, Amadou - 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/10010275006
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Sovereign rating news and financial markets spillovers : evidence from the European debt crisis
Arezki, Rabah; Candelon, Bertrand; Sy, Amadou N. R. - 2011
; spillovers ; financial markets …
Persistent link: https://www.econbiz.de/10009011838
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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
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Are there spillover effects from munis?
Arezki, Rabah; Candelon, Bertrand; Sy, Amadou N. R. - 2011
Persistent link: https://www.econbiz.de/10009419778
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Are There Spillover Effects from Munis?
Arezki, Rabah - 2011
.S. state bonds there are negative spillovers. In other words, an increase in borrowing costs in one U.S. state results in …
Persistent link: https://www.econbiz.de/10013117568
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On the Asymmetry of Global Spillovers : Emerging Markets Versus Advanced Economies
Arezki, Rabah - 2018
This paper examines growth spillovers between emerging markets and advanced economies. The empirical results, based on … a two-bloc setup and cover 1991 to 2015, are twofold. First, the paper shows that the size of the spillovers running …. Second, the results point to spillovers from emerging markets to advanced economies having increased over the second half of …
Persistent link: https://www.econbiz.de/10012907092
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On the (changing) asymmetry of global spillovers : emerging markets vs. advanced economies
Arezki, Rabah; Liu, Yang - In: Journal of international money and finance 107 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012395604
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On the asymmetry of global spillovers : emerging markets vs. advanced economies
Arezki, Rabah; Liu, Yang - 2018
Persistent link: https://www.econbiz.de/10012002568
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Contagion sur le marché des obligations municipales américaines : une leçon pour l'Europe ?
Arezki, Rabah; Candelon, Bertrand; Sy, Amadou N. R. - In: Revue économique : revue bimestrielle 68 (2017), pp. 211-227
Persistent link: https://www.econbiz.de/10011732608
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Are there Spillover Effects From Munis?
Candelon, Bertrand; Arezki, Rabah; Sy, Amadou N. R. - International Monetary Fund (IMF) - 2011
.S. state bonds there are negative spillovers. In other words, an increase in borrowing costs in one U.S. state results in …
Persistent link: https://www.econbiz.de/10009401195