The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions
Pilar Abad, Rasha Alsakka, Owain ap Gwilym
| Year of publication: |
2018
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|---|---|
| Authors: | Abad, Pilar ; Alsakka, Rasha ; Ap Gwilym, Owain |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 85.2018, p. 40-57
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| Subject: | Contagion versus competition | Spillovers | Sovereign credit signals | Split rating | Rating convergence | Spillover-Effekt | Spillover effect | Kreditwürdigkeit | Credit rating | Länderrisiko | Country risk | Schätzung | Estimation | Kreditrisiko | Credit risk | Öffentliche Anleihe | Public bond | Ratingagentur | Rating agency | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2018.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000377