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The risk-return binomial after rating changes

Abad, Pilar; Robles-Fernández, M. Dolores - In: Economic notes : economic review of Banca Monte dei … 44 (2015) 2, pp. 249-273

Persistent link: https://www.econbiz.de/10011401064

Credit rating agencies and idiosyncratic risk : is there a linkage? ; evidence from the Spanish Market

Abad, Pilar; Robles-Fernández, M. Dolores - In: International review of economics & finance : IREF 33 (2014), pp. 152-171

Persistent link: https://www.econbiz.de/10010532737

Credit rating announcements, trading activity and yield spreads : the Spanish evidence

Abad, Pilar; Díaz Pérez, Antonio; Robles-Fernández, … - In: International journal of monetary economics and finance 5 (2012) 1, pp. 38-63

Persistent link: https://www.econbiz.de/10009519689

Risk-taking behaviour and ownership in the banking industry : the Spanish evidence

García-Marco, Teresa; Robles-Fernández, M. Dolores - In: Journal of economics & business 60 (2008) 4, pp. 332-354

Persistent link: https://www.econbiz.de/10003749110

Determinants of abnormal liquidity after rating actions in the corporate debt market

Abad, Pilar; Díaz Pérez, Antonio; Robles-Fernández, … - 2008

Persistent link: https://www.econbiz.de/10003846651

The impact of credit rating announcements on Spanish corporate fixed income performance : returns, yields and liquidity

Abad, Pilar (contributor); Díaz Pérez, Antonio (contributor) - 2007

Persistent link: https://www.econbiz.de/10003436841

Time-series model forecasts and structural breaks : evidence from Spanish pre-EMU interest rates

Fernández-Serrano, José Luis; Robles-Fernández, M. … - In: Applied economics 40 (2008) 13/15, pp. 1707-1721

Persistent link: https://www.econbiz.de/10003743376

Bond rating changes and stock returns : evidence from the Spanish stock market

Abad-Romero, Pilar; Robles-Fernández, M. Dolores - In: Spanish economic review : SER 9 (2007) 2, pp. 79-103

Persistent link: https://www.econbiz.de/10003469580

Credit rating announcements, trading activity and yield spreads: the Spanish evidence

Abad, Pilar; Díaz, Antonio; Robles-Fernández, M. Dolores - In: International Journal of Monetary Economics and Finance 5 (2012) 1, pp. 38-63

We test whether different rating announcements contain pricing-relevant information and modify trading activity patterns in the Spanish corporate debt markets. We observe a significant widening of yield spreads in short- and long-term corporate debt after reviews of downgrades and negative...

Persistent link: https://www.econbiz.de/10011130199