The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis

Author:

Alsakka Rasha,ap Gwilym Owain,Vu Tuyet Nhung

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference37 articles.

1. Credit Ratings and the Pricing of Sovereign Debt During the Euro Crisis;Aizenman,2013

2. A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk;Acharya,2011

3. Leads and lags in sovereign credit ratings;Alsakka;J. Bank. Finan.,2010

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

5. Credit spread interdependencies of European states and banks during the financial crisis;Alter;J. Bank. Finan.,2012

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