Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil-Reference-Cited by-同舟云学术

Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil

Published:2023-07 Issue: Volume:67 Page:101933
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Montes Gabriel Caldas,Maia João Pedro Neves

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference82 articles.

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2. On the duration of sovereign ratings cycle phases;Agnello;Journal of Economic Behavior & Organization,2021

3. COVID-19 related media sentiment and the yield curve of G-7 economies;Aharon;The North American Journal of Economics and Finance,2022

4. The dynamics of sovereign credit default swap and bond markets: Empirical evidence from the 2001 to 2007 period;Aktug;Applied Economics Letters,2012

5. The impact of the sovereign debt crisis on the activity of Italian banks;Albertazzi;Journal of Banking & Finance,2014

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