Credit rating agency downgrades and the Eurozone sovereign debt crises

Author:

Baum Christopher F.ORCID,Schäfer Dorothea,Stephan AndreasORCID

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,Finance

Reference29 articles.

1. Sovereign credit ratings and financial markets linkages: application to European data;Afonso;J. Int. Money Finance,2012

2. Foreign exchange market reactions to sovereign credit news;Alsakka;J. Int. Money Finance,2012

3. ‘Rating agencies’ signals during the European sovereign debt crisis: market impact and spillovers;Alsakka;J. Econ. Behav. Org.,2013

4. Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis. IMF Working Paper 11/68;Arezki,2011

5. The Geography of the Great Rebalancing in Euro Area Bond Markets During the Sovereign Debt Crisis. Working Paper Series 1839;Beck,2015

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