Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/fima.12223/fullpdf
Reference39 articles.
1. Sovereign Credit Ratings and Financial Markets Linkages: Application to European Data;Afonso;Journal of International Money and Finance,2012
2. What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk;Aizenman;Journal of International Money and Finance,2013
3. The Real Effects of Credit Ratings: The Sovereign Ceiling Channel;Almeida;Journal of Finance,2017
4. A Point-in-Time Perspective on Through-the-Cycle Ratings;Altman;Financial Analysts Journal,2006
5. Credit Default Swaps: A Survey;Augustin;Foundations and Trends in Finance,2014
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