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Credit ratings and the pricing of sovereign debt during the euro crisis

Aizenman, Joshua; Binici, Mahir; Hutchison, Michael M. - 2013

Persistent link: https://www.econbiz.de/10009766969

Credit ratings and the pricing of sovereign debt during the euro crisis

Aizenman, Joshua; Binici, Mahir; Hutchison, Michael M. - In: Oxford review of economic policy 29 (2013) 3, pp. 582-609

Persistent link: https://www.econbiz.de/10010344446

Credit Ratings and the Pricing of Sovereign Debt During the Euro Crisis

Aizenman, Joshua - 2013

This paper investigates the impact of credit rating changes on the sovereign spreads in the European Union and investigates the macro and financial factors that account for the time varying effects of a given credit rating change. We find that changes of ratings are informative, economically...

Persistent link: https://www.econbiz.de/10013080412

Market price effects of agency sovereign debt announcements : importance of prior credit states

Binici, Mahir; Hutchison, Michael M.; Miao, Evan Weicheng - In: International review of economics & finance : IREF 69 (2020), pp. 769-787

Persistent link: https://www.econbiz.de/10012487452

Do credit rating agencies provide valuable information in market evaluation of sovereign default risk?

Binici, Mahir; Hutchison, Michael M. - In: Journal of international money and finance 85 (2018), pp. 58-75

Persistent link: https://www.econbiz.de/10012000388

Are credit rating agencies discredited? : measuring market price effects from agency sovereign debt announcements

Binici, Mahir; Hutchison, Michael M.; Miao, Evan Weicheng - 2018

Persistent link: https://www.econbiz.de/10011866756

Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis

Aizenman, Joshua - 2013

Persistent link: https://www.econbiz.de/10012459536