The effects of sovereign credit rating spillovers on neighbouring countries’ financial markets
Author:
Affiliation:
1. Graduate School of Business, University of Cape Town, Capetown, South Africa
Publisher
Informa UK Limited
Subject
Aerospace Engineering,Development,Geography, Planning and Development
Link
https://www.tandfonline.com/doi/pdf/10.1080/09638199.2018.1458891
Reference57 articles.
1. Sovereign credit ratings and financial markets linkages: Application to European data
2. Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers
3. How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets
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