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The price impact of rating announcements : which announcements matter?

Micu, Marian; Remolona, Eli M.; Wooldridge, Philip - 2006

Persistent link: https://www.econbiz.de/10003337631

Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market

Kim, Don H.; Loretan, Mico; Remolona, Eli M. - In: The international financial crisis and policy …, (pp. 318-339). 2010

Persistent link: https://www.econbiz.de/10008780043

Contagion and risk premia in the amplification of crisis : evidence from Asian names in the global CDS market

Kim, Don H.; Loretan, Mico; Remolona, Eli M. - In: Journal of Asian economics 21 (2010) 3, pp. 314-326

Persistent link: https://www.econbiz.de/10009243534

How do global investors differentiate between sovereign risks : the new normal versus the old

Amstad, Marlene; Remolona, Eli M.; Shek, Jimmy - 2016

Persistent link: https://www.econbiz.de/10011439801

Preiseffekte von Rating-Meldungen : Untersuchungen am Markt für Credit Default Swaps

Micu, Marian; Remolona, Eli M.; Wooldridge, Philip D. - In: BIZ-Quartalsbericht (2004), pp. 63-75

Persistent link: https://www.econbiz.de/10002150126

How do global investors differentiate between sovereign risks? : the new normal versus the old

Amstad, Marlene; Remolona, Eli M.; Shek, Jimmy - In: Journal of international money and finance 66 (2016), pp. 32-48

Persistent link: https://www.econbiz.de/10011668446

The anatomy of sovereign risk contagion

Wu, Eliza; Erdem, Magdalena; Kalotychou, Elena; … - In: Journal of international money and finance 69 (2016), pp. 264-286

Persistent link: https://www.econbiz.de/10011712035

The Price Impact of Rating Announcements : Evidence from the Credit Default Swap Market

Micu, Marian - 2013

Persistent link: https://www.econbiz.de/10013092037

The Anatomy of Sovereign Credit Contagion

Kalotychou, Elena - 2015

We analyze the channels for the cross-border propagation of sovereign credit risk in the international sovereign debt market. We study sovereign credit contagion through the immediate effects of credit events as defined by CDS spread jumps on the credit spreads of other regional sovereigns and...

Persistent link: https://www.econbiz.de/10013019398