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The impact of sovereign credit rating news on credit default swap spreads
Gürsoy, Övünç; Avcı, Emin - In: Journal of East-West business 29 (2023) 2, pp. 97-113
Persistent link: https://www.econbiz.de/10014289407
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Credit risk signals in CDS market vs agency ratings
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; Layish, … - In: Journal of risk finance : the convergence of financial … 17 (2016) 2, pp. 194-217
Persistent link: https://www.econbiz.de/10011628302
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Do rating agencies' decisions impact stock risks? : evidence from European markets
Hubler, Jérôme; Louargant, Christine; Ory, Jean-Noël; … - In: The European journal of finance 20 (2014) 10/12, pp. 1008-1036
Persistent link: https://www.econbiz.de/10010464879
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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
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Sovereign credit rating change in emerging markets and its impact on their financial markets
Safari, Meysam; Mohamed Ariff - In: International journal of bonds and derivatives 1 (2015) 3, pp. 203-216
Persistent link: https://www.econbiz.de/10011434919
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Do sovereign ratings cause instability in cross-border emerging CDS markets?
Ballester, Laura; González-Urteaga, Ana - In: International review of economics & finance : IREF 72 (2021), pp. 643-663
Persistent link: https://www.econbiz.de/10012672072
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Impact of sovereign debt credit rating revision on banking industry : evidence from G7 countries
Tahmoorespour, Reza; Mohamed Ariff; Zarei, Alireza - In: Journal of central banking theory and practice 8 (2019) 2, pp. 85-100
The aim of this study is to identify the economic impacts on G7 banking industry when sovereign rating is revised. We used event study methodology (t-statistics) and found that sovereign rating changes significantly affect share market prices. It seems that there is information leakage prior to...
Persistent link: https://www.econbiz.de/10012016809
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The link between the credit rating agency downgrades in times of crisis and the dynamics of government credit default swap yield spreads
Chebbi, Tarek; Nakai, Fathi; Hmedat, Waleed - In: International journal of sustainable economy : IJSE 16 (2024) 2, pp. 154-183
Persistent link: https://www.econbiz.de/10015064738
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Measuring the effect of watch-preceded and direct rating changes : a note on credit markets
Kiesel, Florian; Kolaric, Sascha - In: Review of quantitative finance and accounting 50 (2018) 2, pp. 653-672
Persistent link: https://www.econbiz.de/10011979224
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Sovereign risk evaluation for European Union countries
Agiakloglou, Christos N.; Deligiannakis, Emmanouil - In: Journal of international money and finance 103 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012392522