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Do sovereign rating changes trigger spillover effects?

Bissoondoyal-Bheenick, Emawtee - In: Research in international business and finance 26 (2012) 1, pp. 79-96

Persistent link: https://www.econbiz.de/10009384354

Determinants of sovereign ratings : a comparison of case-based reasoning and ordered probit approaches

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Yip, … - 2005

Persistent link: https://www.econbiz.de/10003042390

Relative Bias in Sovereign Credit Risk Spill-over to Domestic Firms

Hill, Paula - 2015

In this paper, we investigate the spill-over of sovereign rating changes into the corporate sector across 34 countries, with a primary focus on the relative effects of positive and negative events. Positive or negative bias of such spill-overs could impact the relative speed and depth of...

Persistent link: https://www.econbiz.de/10013032722

Determinants of sovereign ratings : a comparison of case-based reasoning and ordered probit apporaches

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Yip, … - In: Global finance journal 17 (2006) 1, pp. 136-154

Persistent link: https://www.econbiz.de/10003381809

New evidence on sovereign to corporate credit rating spill-overs

Hill, Paula; Bissoondoyal-Bheenick, Emawtee; Faff, Robert W. - In: International review of financial analysis 55 (2018), pp. 209-225

Persistent link: https://www.econbiz.de/10012006192

Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Do, … - In: Energy economics 86 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012511747

Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis

Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352

Persistent link: https://www.econbiz.de/10009615550

Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments

Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799

Persistent link: https://www.econbiz.de/10011442342

Banking crises : identifying dates and determinants

Jutasompakorn, Pearpilai; Brooks, Robert; Brown, Christine - In: Journal of international financial markets, … 32 (2014), pp. 150-166

Persistent link: https://www.econbiz.de/10011299799

The effects of sovereign rating drifts on financial return distributions : evidence from the European Union

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20

Persistent link: https://www.econbiz.de/10010520405