Evaluation of the Impact of Credit Rating Agencies Decisions on the Market of Treasury Debt Securities
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-11851-8_14
Reference30 articles.
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2. Afonso A, Furceri D, Gomes P (2011) Sovereign credit ratings and financial markets linkages. Application to European Data. EBC, Working paper series 1347:24
3. Ahmed J (2014) Competition in lending and credit ratings. Office of financial research, working paper (14-01). http://financialresearch.gov/working-papers/files/OFRwp2014-01_Ahmed_CompetitionLendingCreditRatings.pdf
4. Arezki R, Candelon B, Sy A. (2011) Sovereign rating news and financial markets spillovers: evidence from the european debt crisis. IMF working papers 11/68. https://www.imf.org/external/pubs/ft/wp/2011/wp1168.pdf
5. Bar-Isaac H, Shapiro J (2013) Ratings quality over the business cycle. J Financ Econ 108(1):62–78
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