The contagion effect of default risk insurer downgrades: The impact on insured municipal bonds

Author:

Brune Chris,Liu Pu

Publisher

Elsevier BV

Subject

Economics and Econometrics,General Business, Management and Accounting

Reference26 articles.

1. Intra-industry signals resulting from insurance company mergers;Akhigbe;Journal of Risk and Insurance,2001

2. The effect of three mile. Island on utility bond risk premia: A note;Barrett;Journal of Finance,1986

3. Determinants of individual tax-exempt bond yields: A survey of the evidence;Cook;Economic Review,1982

4. Further evidence on equity market contagion: The FSLIC's solvency and the liquidity crisis of Financial Corporation of America;Cooperman;The Financial Review,1998

5. The effect of a rating downgrade on outstanding commercial paper;Crabbe;Journal of Finance,1994

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