The impact of credit rating announcements on credit default swap spreads
John D. Finnerty; Cameron D. Miller; Ren-Raw Chen
| Year of publication: |
2013
|
|---|---|
| Authors: | Finnerty, John D. ; Miller, Cameron D. ; Chen, Ren-Raw |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 6, p. 2011-2030
|
| Subject: | Event study | Rating | Outlook | Creditwatch | S&P | CDS | Kreditderivat | Credit derivative | Kreditwürdigkeit | Credit rating | Ankündigungseffekt | Announcement effect | Ereignisstudie | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009741897