Transmission process and determinants of sovereign credit contagions : global evidence
Year of publication: |
2024
|
---|---|
Authors: | Chen, Chih-Chun ; Chen, Chun-Da ; Lien, Da-hsiang Donald |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 552-567
|
Subject: | Contagion effects | Event study | Sovereign credit rating | Länderrisiko | Country risk | Welt | World | Ansteckungseffekt | Contagion effect | Kreditwürdigkeit | Credit rating | Ereignisstudie | Ankündigungseffekt | Announcement effect | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Internationaler Finanzmarkt | International financial market | Öffentliche Anleihe | Public bond |
-
Spillovers and contagion in the sovereign CDS market
Adam, Michał, (2013)
-
The Anatomy of Sovereign Credit Contagion
Kalotychou, Elena, (2015)
-
The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market
Drago, Danilo, (2016)
- More ...
-
The Effects of Abolishing a Foreign Institutional Investment Quota in Taiwan
Chen, Chun-Da, (2011)
-
Assessing the Effects of Sports Marketing on Stock Returns
Chen, Chun-Da, (2012)
-
The effects of adopting and discarding sports teams on firm values : evidence from Taiwan
Chen, Chih-Chun, (2015)
- More ...