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Debt crisis and 10-year sovereign yields in Ireland and in Portugal

Afonso, António; Silva, Jorge - In: Applied economics letters 25 (2018) 4, pp. 217-222

Persistent link: https://www.econbiz.de/10011854246

Debt crisis and 10-year sovereign yields in Ireland and in Portugal

Afonso, António; Silva, Jorge - 2017

Persistent link: https://www.econbiz.de/10011794868

Understanding the determinants of government debt ratings: evidence for the two leading agencies

Afonso, António (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001678561

Ordered response models for sovereign debt ratings

Afonso, António; Gomes, Pedro; Rother, Philipp C. - In: Applied economics letters 16 (2009) 7/9, pp. 769-773

Persistent link: https://www.econbiz.de/10003854948

Ordered response models for sovereign debt ratings

Afonso, António (contributor); Gomes, Pedro (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003424391

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

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

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

The determinants of sovereign bond yield spreads in the EMU

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

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

Sovereign credit ratings, market volatility, and financial gains

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

Persistent link: https://www.econbiz.de/10010380053