Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10012647888
Persistent link: https://www.econbiz.de/10014526444
Persistent link: https://www.econbiz.de/10014246748
Persistent link: https://www.econbiz.de/10001619469
Persistent link: https://www.econbiz.de/10011317186
This study examines the impact of credit rating announcements from the three leading credit rating agencies (Moody's, S&P, Fitch)on the Credit Default Swap Spreads of corporates and their spillover effects within industries. We find, that both downgrades and upgrades have an impact on the CDS...
Persistent link: https://www.econbiz.de/10012822376
We introduce a simple model for simulating financial markets, based on an order book, in which several agents trade one asset at a virtual exchange continuously. For a stationary market the structure of the model, the order flow rates of the different kinds of order types and the used price time...
Persistent link: https://www.econbiz.de/10013097511