Transmission process and determinants of sovereign credit contagions: Global evidence
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference71 articles.
1. The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions;Abad;Journal of International Money and Finance,2018
2. A pyrrhic victory? Bank bailouts and sovereign credit risk;Acharya;The Journal of Finance,2014
3. Sovereign credit ratings and financial markets linkages: Application to European data;Afonso;Journal of International Money and Finance,2012
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5. The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe;Allegret;Journal of Banking & Finance,2017
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