The link between the credit rating agency downgrades in times of crisis and the dynamics of government credit default swap yield spreads
Tarek Chebbi, Fathi Nakai, Waleed Hmedat
| Year of publication: |
2024
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|---|---|
| Authors: | Chebbi, Tarek ; Nakai, Fathi ; Hmedat, Waleed |
| Published in: |
International journal of sustainable economy : IJSE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-5812, ZDB-ID 2471963-8. - Vol. 16.2024, 2, p. 154-183
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| Subject: | credit rating agencies | credit default swaps spreads | debt crisis | spillovers | event study dummy approach | Kreditderivat | Credit derivative | Ratingagentur | Rating agency | Kreditwürdigkeit | Credit rating | Finanzkrise | Financial crisis | Swap | Kreditrisiko | Credit risk | Länderrisiko | Country risk | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Öffentliche Anleihe | Public bond |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJSE.2024.137612 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015064738