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Do country fundamentals explain emerging market bond spreads?
Beck, Roland - 2001
Persistent link: https://www.econbiz.de/10001596256
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Sovereign ratings and their impact on recent financial crises
Kräussl, Roman - 2000
Persistent link: https://www.econbiz.de/10001467266
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Do changes in sovereign credit ratings contribute to financial contagion in emerging market crises? /Roman Kräussl
Kräussl, Roman - 2003
Persistent link: https://www.econbiz.de/10001884636
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Do credit rating agencies add to the dynamics of emerging market crises?
Kräussl, Roman - 2003
Persistent link: https://www.econbiz.de/10001798570
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A critique on the proposed use of external sovereign credit ratings in Basel II
Kräussl, Roman - 2003
Persistent link: https://www.econbiz.de/10001865111
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Do credit rating agencies add to the dynamics of emerging market crises?
Kräussl, Roman - 2003
The experience in the period during and after the Asian crisis of 1997-98 has provoked an extensive debate about the credit rating agencies evaluation of sovereign risk in emerging markets lending. This study analyzes the role of credit rating agencies in international financial markets,...
Persistent link: https://www.econbiz.de/10009765355
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Do changes in sovereign credit ratings contribute to financial contagion in emerging market crises?
Kräussl, Roman - 2003
Credit rating changes for long-term foreign currency debt may act as a wake-up call with up-grades and downgrades in one country affecting other financial markets within and across national borders. Such a potential (contagious) rating effect is likely to be stronger in emerg-ing market...
Persistent link: https://www.econbiz.de/10009765359
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A critique on the proposed use of external sovereign credit ratings in Basel II
Kräussl, Roman - 2003
This paper deals with the proposed use of sovereign credit ratings in the Basel Accord on Capital Adequacy (Basel II) and considers its potential effect on emerging markets financing. It investigates in a first attempt the consequences of the planned revisions on the two central aspects of...
Persistent link: https://www.econbiz.de/10009765360
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When an event is not an event : the curious case of an emerging market
Bhattacharya, Utpal (contributor) - 1998
Persistent link: https://www.econbiz.de/10000673537
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Euro crash risk
Kräussl, Roman; Lehnert, Thorsten; Senulyte, Sigita - 2015
We identify crucial events during the European sovereign debt crisis and investigate their impact on the euro currency … (ECB) actions, and credit rating downgrades affect the value and the crash risk of the euro. We proxy the value changes of … the euro by its abnormal foreign exchange (FX) rate returns with respect to 35 currencies. The crash risk of the euro is …
Persistent link: https://www.econbiz.de/10011374028