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Credit rating agency downgrades and the Eurozone sovereign debt crises

Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2014

Persistent link: https://www.econbiz.de/10010364718

Stock market reactions to sovereign credit rating changes : evidence from four European countries

Fatnassi, Ibrahim; Ftiti, Zied; Hasnaoui, Habib - In: The journal of applied business research 30 (2014) 3, pp. 953-958

Persistent link: https://www.econbiz.de/10010370778

Some considerations on debt and interest rates

Marattin, Luigi; Paesani, Paolo; Salotti, Simone - In: Developments in macro-finance Yield curve modelling, (pp. 504-533). 2014

Persistent link: https://www.econbiz.de/10010253803

Sovereign credit risk analysis for selected Asian and European countries

Zhang, Min - 2013

We analyze the nature of sovereign credit risk for selected Asian and European countries through a set of sovereign CDS data for an eighty-year period that includes the episode of the 2008-2009 financial crisis. Our principal component analysis results suggest that there is strong commonality in...

Persistent link: https://www.econbiz.de/10010436326