Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Gabriel Caldas Montes, João Pedro Neves Maia
| Year of publication: |
2023
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|---|---|
| Authors: | Montes, Gabriel Caldas ; Maia, João Pedro Neves |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 67.2023, p. 1-23
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| Subject: | CDS spread | Credit rating agency | Interest rate | Sovereign risk | Länderrisiko | Country risk | Ratingagentur | Rating agency | Brasilien | Brazil | Zinsstruktur | Yield curve | Kreditwürdigkeit | Credit rating | Kreditderivat | Credit derivative | Zins | Kreditrisiko | Credit risk | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101933 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014484007