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The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the Eurozone and China

Kim, Suk-Joong; Salem, Leith; Wu, Eliza - In: Journal of financial stability 18 (2015), pp. 208-224

Persistent link: https://www.econbiz.de/10011574167

Macroeconomic news, the financial cycle and the commodity cycle : the Chinese footprint

Corneli, Flavia; Ferriani, Fabrizio; Gazzani, Andrea - In: Economics letters 231 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014460721

Volatility spillovers and macroeconomic announcements : evidence from crude oil markets

Belgacem, Aymen; Creti, Anna; Guesmi, Khaled; Lahiani, Amine - In: Applied economics 47 (2015) 28/30, pp. 2974-2984

Persistent link: https://www.econbiz.de/10011289395

Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices

Schertler, Andrea; Moch, Nils - In: Journal of banking & finance 130 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013164864

AIG’s Announcements, Fed’s Innovation, Contagion and Systemic Risk in the Financial Industry

Safa, Mohammad Faisal As - 2018

This paper aims at testing the effect of AIG's loss announcements and Federal Reserve's subsequent innovation on the financial industry. An analysis of seemingly unrelated regression on the returns of four industries- banking, insurance, brokerage firms and savings and loan Institutions (S&Ls)...

Persistent link: https://www.econbiz.de/10012909838

Spillovers to exchange rates from monetary and macroeconomic communications events

Rossi, Enzo; Wolff, Vincent - 2020

Persistent link: https://www.econbiz.de/10012301935

The effects of sovereign credit rating spillovers on neighbouring countries’ financial markets

Mutize, Misheck; Gossel, Sean - In: The journal of international trade & economic development 27 (2018) 7/8, pp. 857-900

Persistent link: https://www.econbiz.de/10011957555

The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market

Drago, Danilo; Gallo, Raffaele - In: Journal of international money and finance 67 (2016), pp. 264-286

Persistent link: https://www.econbiz.de/10011711628

How do USDA announcements affect international commodity prices?

McKenzie, Andrew M.; Ke, Yangmin - In: Journal of commodity markets 28 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014335236

Volatility spillovers across the spot and futures oil markets after news announcements

Apostolakis, George N.; Floros, Christos; Gillas, … - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014445527

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