The impact of credit rating announcements on credit default swap spreads
Year of publication: |
2013
|
---|---|
Authors: | Finnerty, John D. ; Miller, Cameron D. ; Chen, Ren-Raw |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 6, p. 2011-2030
|
Publisher: |
Elsevier |
Subject: | Event study | Rating | Outlook | Creditwatch | S&P | CDS |
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