Do sovereign ratings cause instability in cross-border emerging CDS markets?
Year of publication: |
2021
|
---|---|
Authors: | Ballester, Laura ; González-Urteaga, Ana |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 72.2021, p. 643-663
|
Subject: | Emerging markets | CDS spreads | Credit ratings | Sovereign credit risk | Spillover effects | Schwellenländer | Emerging economies | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Kreditrisiko | Credit risk | Spillover-Effekt | Spillover effect | Kreditwürdigkeit | Credit rating | Welt | World | Ratingagentur | Rating agency | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Zinsstruktur | Yield curve |
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