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Credit ratings and cross-border bond market spillovers. (2015). Boninghausen, Benjamin ; Zabel, Michael .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:53:y:2015:i:c:p:115-136.

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Cited: 23

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Cites: 54

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  1. The informational content of sovereign credit rating: another look. (2023). Chebbi, Tarek ; Nakai, Fathi.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00311-6.

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  2. Frontier markets sovereign risk: New evidence from spatial econometric models. (2023). Telila, Henok Fasil.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010371.

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  3. It’s not time to make a change: Sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001061.

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  4. Fiscal uncertainty and sovereign credit risk. (2022). Hantzsche, Arno.
    In: European Economic Review.
    RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001453.

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  5. Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman.
    In: European Economy - Discussion Papers 2015 -.
    RePEc:euf:dispap:137.

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  6. Coordination problems triggered by sunspots in the laboratory. (2021). Yang, Guanzhong ; Siebert, Jan.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:94:y:2021:i:c:s2214804321000811.

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  7. Do sovereign ratings cause instability in cross-border emerging CDS markets?. (2021). Gonzalez-Urteaga, Ana ; Ballester, Laura.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:72:y:2021:i:c:p:643-663.

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  8. .

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  9. Coordination problems triggered by sunspots in the laboratory. (2020). Yang, Guanzhong ; Siebert, Jan.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:848.

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  10. On the effect of credit rating announcements on sovereign bonds: International evidence. (2020). Lemonidi, Paraskevi ; Umar, Zaghum ; Kenourgios, Dimitrios .
    In: International Economics.
    RePEc:eee:inteco:v:163:y:2020:i:c:p:58-71.

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  11. On the Asymmetries of Sovereign Credit Rating Announcements and Financial Market Development in the European Region. (2019). Khan, Muhammad Asif ; Pervaiz, Khansa ; Li, Chunling ; Olah, Judit ; Ur, Faheem.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:23:p:6636-:d:290359.

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  12. News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries. (2019). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:69:y:2019:i:2:p:149-173.

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  13. Brexit and CDS spillovers across UK and Europe. (2018). .
    In: Working Papers.
    RePEc:hal:wpaper:hal-01736525.

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  14. Brexit and CDS spillovers across UK and Europe. (2018). Selmi, Refk ; bouoiyour, jamal.
    In: Post-Print.
    RePEc:hal:journl:hal-01736525.

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  15. The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57.

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  16. Spatial analysis of sovereign risks: The case of emerging markets. (2018). Kila, Gul Huyuguzel ; Onder, Ozlem A.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:26:y:2018:i:c:p:47-55.

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  17. New evidence on sovereign to corporate credit rating spill-overs. (2018). faff, robert ; Bissoondoyal-Bheenick, Emawtee ; Hill, Paula.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:209-225.

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  18. The impact of sovereign rating changes on the activity of European banks. (2017). Gallo, Raffaele ; Drago, Danilo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:85:y:2017:i:c:p:99-112.

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  19. How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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  20. The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market. (2016). Gallo, Raffaele ; Drago, Danilo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:264-286.

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  21. Credit rating agency downgrades and the Eurozone sovereign debt crises. (2016). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:24:y:2016:i:c:p:117-131.

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  40. A Rating Agency for Europe – A good idea?. (2013). Weder, Beatrice ; di Mauro, Beatrice Weder ; Bartels, Bernhard .
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  41. The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis. (2013). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
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  42. Sovereign debt: financial market over-reliance on credit rating agencies. (2013). Bank for International Settlements, .
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  43. The Home Bias in Sovereign Ratings. (2013). Fuchs, Andreas ; Gehring, Kai.
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  44. Deciphering financial contagion in the euro area during the crisis. (2012). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien .
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  45. Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies Downgrades. (2012). Antonakakis, Nikolaos.
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  46. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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  47. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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  48. The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal. (2012). De Santis, Roberto A..
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  49. Sovereign Debt Rating Changes and the Stock Market. (2012). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander ; Papakyriacou, Panayiotis .
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    RePEc:cpr:ceprdp:8743.

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  50. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek.
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