An empirical study of international spillover of sovereign risk to bank credit risk
Year of publication: |
May 2017
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Authors: | Poon, Winnie P. H. ; Shen, Jianfu ; Burnett, John E. |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 52.2017, 2, p. 281-302
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Subject: | bank credit ratings | sovereign credit ratings | spillover effects | credit rating agencies | Kreditwürdigkeit | Credit rating | Länderrisiko | Country risk | Spillover-Effekt | Spillover effect | Kreditrisiko | Credit risk | Welt | World | Ratingagentur | Rating agency |
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