The information content of ratings : an analysis of Australian credit default swap spreads
Year of publication: |
2014
|
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Authors: | Wang, Jue ; Svec, Jiri ; Peat, Maurice |
Published in: |
Abacus : a journal of accounting, finance and business studies. - Oxford [u.a.] : Blackwell, ISSN 0001-3072, ZDB-ID 410131-5. - Vol. 50.2014, 1, p. 56-75
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Subject: | Credit default swaps | Credit ratings | Emerging market | Event study | Market reaction | Kreditderivat | Credit derivative | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Swap | Schwellenländer | Emerging economies | Australien | Australia | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Ereignisstudie |
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