CDS and rating announcements: changing signaling during the crisis?

Author:

Castellano Rosella,Scaccia Luisa

Publisher

Springer Science and Business Media LLC

Subject

General Business, Management and Accounting

Reference17 articles.

1. Armitage S (1995) Event study methods and evidences on their preformance. J Econ Surv 9:25–52

2. Avellaneda M, Cont R (2010) Transparency in credit default swap markets. Financ Concepts, July

3. BIS (2010) Semiannual OTC derivatives statistics—amounts outstanding of over-the-counter (OTC) derivatives by risk category and instrument. Bank of International Settlements

4. Castellano R, D’Ecclesia RL (2011) Credit default swaps and rating announcements. J Financ Decis Mak 7:3–19

5. Castellano R, Scaccia L (2010) A Markov switching re-evaluation of event-study methodology. In: Lechevallier Y, Saporta G (eds) Proceedings of COMPSTAT’2010—19th international conference on computational statistics. Physica-Verlag, Heidelberg, pp 429–436

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