The Effect of Countries’ Credit Ratings on Credit Default Swap Spreads

Author:

Chodnicka-Jaworska Patrycja

Publisher

Springer International Publishing

Reference33 articles.

1. Aizenman, J., Binici, M., & Hutchison M. M. (2013). Credit ratings and the pricing of sovereign debt during the Euro crisis. National Bureau of Economic Research Working Paper, No. 19125.

2. Alsakka, R., & Gwilym, O. (2010). Split sovereign ratings and rating migrations in emerging economies. Emerging Markets Review, 11, 79–97.

3. Ashcraft, A. B., & Santos, J. A. C. (2007). Has the CDS market lowered the cost of corporate debt?, Federal Reserve Bank of New York Staff Reports, No. 290.

4. Bergman, M., Hutchison, M., & Jensen, S. (2013, April). Do sound public finances require fiscal rules or is market pressure enough?, European Commission, Directorate – General for Economic and Finance Affairs, European Economy Papers, 489.

5. Boot, A. W. A., Milbourn, T. T., & Schmeits, A. (2006). Credit ratings as coordination mechanisms. The Review of Financial Studies, 19(1), 81–118, doi: 10.1093/rfs/hhj009 .

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Credit rating announcement and bond liquidity: the case of emerging bond markets;Journal of Economics, Finance and Administrative Science;2022-02-16

2. The Basel II Accord: Internal Ratings and Bank Differentiation;SSRN Electronic Journal;2004

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