Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference15 articles.
1. Credit ratings and the pricing of sovereign debt during the euro crisis;Aizenman;Oxford Rev. Econ. Policy,2013
2. Sovereign credit ratings and financial markets linkages, application to European data;Afonso;J. Int. Money Finance,2012
3. What determines Euro area bank CDS spreads?;Annaert;J. Int. Money Finance,2013
4. Credit-risk valuation in the sovereign CDS and bonds markets: evidence from the euro area crisis;Arce;J. Int. Money Finance,2013
5. Applied Econometrics;Asteriou,2016
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone;Journal of International Money and Finance;2017-12
2. Non-Performing Loans in the Euro Area: Are Core-Periphery Banking Markets Fragmented?;SSRN Electronic Journal;2016
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