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Emerging market sovereign bond spreads, credit ratings and global financial crisis
Özmen, Erdal; Yaşar, Özge Doğanay - In: Economic modelling 59 (2016), pp. 93-101
Persistent link: https://www.econbiz.de/10011647772
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Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises
Baum, Christopher F. - 2016
This paper studies the impact of credit rating agency (CRA) downgrade announcements on the value of the Euro and the yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011-2012. The employed GARCH models show that CRA...
Persistent link: https://www.econbiz.de/10013003953
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Credit rating agency announcements and the eurozone sovereign debt crises
Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2013
Persistent link: https://www.econbiz.de/10010210782
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Credit rating agency downgrades and the Eurozone sovereign debt crises
Baum, Christopher F.; Schäfer, Dorothea; Stephan, Andreas - In: Journal of financial stability 24 (2016), pp. 117-131
Persistent link: https://www.econbiz.de/10011704126
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Do credit rating agencies add to the dynamics of emerging market crises?
Kräussl, Roman - In: Journal of financial stability 1 (2004/05) 3, pp. 355-385
Persistent link: https://www.econbiz.de/10003773201
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Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?
Kräussl, Roman - 2012
financial stability in emerging market economies. The event study and panel regression results indicate that credit rating …
Persistent link: https://www.econbiz.de/10012755824
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Do credit rating agencies add to the dynamics of emerging market crises?
Kräussl, Roman - 2003
financial stability in emerging market economies. The event study and panel regression results indicate that credit rating …
Persistent link: https://www.econbiz.de/10009765355
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The re-pricing of sovereign risks following the Global Financial Crisis
Malliaropulos, Dimitris; Migiakis, Petros - In: Journal of empirical finance 49 (2018), pp. 39-56
Persistent link: https://www.econbiz.de/10012117717
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Sovereign credit rating determinants under financial crises
Teixeira, João C. A.; Silva, Francisco José Ferreira; … - In: Global finance journal 36 (2018), pp. 1-13
Persistent link: https://www.econbiz.de/10012125000
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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