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The impact of sovereign rating events on bank stock returns : an empirical analysis for the Eurozone

Hu, Haoshen - In: Journal of risk finance : the convergence of financial … 18 (2017) 4, pp. 338-367

Persistent link: https://www.econbiz.de/10011782699

The reaction of sovereign CDS spread volatilities to news announcements

Bouzgarrou, Houssam; Chebbi, Tarek - In: The journal of asset management 17 (2016) 5, pp. 347-360

Persistent link: https://www.econbiz.de/10011634678

News, sovereign debt maturity, and default risk

Dvorkin, Maximiliano A.; Sanchez, Juan M.; Sapriza, Horacio - 2018

Leading into a debt crisis, interest rate spreads on sovereign debt rise before the economy experiences a decline in productivity, suggesting that news about future economic developments may play an important role in these episodes. In a VAR estimation, a news shock has a larger contemporaneous...

Persistent link: https://www.econbiz.de/10011950496

Sovereign debt spread and default in a model with self-fulfilling prophecies and asymmetric information

Blot, Christophe; Ducoudré, Bruno; Timbeau, Xavier - In: Journal of macroeconomics 47 (2016), pp. 281-299

Persistent link: https://www.econbiz.de/10011707643

News, sovereign debt maturity, and default risk

Dvorkin, Maximiliano A.; Sánchez, Juan M.; Sapriza, Horacio - In: Journal of international economics 126 (2020), pp. 1-23

Persistent link: https://www.econbiz.de/10012631513

Do sovereign rating announcements have an impact on regional stock market co-movements? : the case of Central and Eastern Europe

Sensoy, Ahmet; Eraslan, Veysel; Erturk, Mutahhar - In: Economic systems 40 (2016) 4, pp. 552-567

Persistent link: https://www.econbiz.de/10011668501

Transmission process and determinants of sovereign credit contagions : global evidence

Chen, Chih-Chun; Chen, Chun-Da; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 89 (2024) 2, pp. 552-567

Persistent link: https://www.econbiz.de/10014446789

Stock market liberalization and emerging market country fund premiums

Patro, Dilip Kumar - In: The journal of business : B 78 (2005) 1, pp. 135-168

Persistent link: https://www.econbiz.de/10002827574

Euro area sovereign risk spillovers before and after the ECB's OMT announcement

Gilbert, Niels - 2019

Persistent link: https://www.econbiz.de/10012002845

Effects of monetary policy announcements on term premia in the euro area during the COVID-19 pandemic

Moessner, Richhild; de Haan, Jakob - In: Finance research letters 44 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10014494787

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