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The impact of sovereign rating actions on bank ratings in emerging markets
16 references·15 citing·48 second hopsampled
The impact of sovereign rating actions on bank ratings in emerging markets (2012)The impact of sovereign rating actions on…The reaction of emerging market credit default swap spreads to sovereign credit rating changes (2010)The reaction of emerging mark…The economic function of credit rating agencies – What does the watchlist tell us? (2010)The economic function of cred…Leads and lags in sovereign credit ratings (2010)Leads and lags in sovereign c…Variations in sovereign credit quality assessments across rating agencies (2009)Variations in sovereign credi…Rating opaque borrowers: why are unsolicited ratings lower? (2009)Rating opaque borrowers: why …Sovereign credit ratings, capital flows and financial sector development in emerging markets (2007)Sovereign credit ratings, cap…Does sovereign debt ratings news spill over to international stock markets? (2007)Does sovereign debt ratings n…Testing for Opaqueness in the European Banking Industry: Evidence from Bond Credit Ratings (2006)Testing for Opaqueness in the…The sovereign ceiling and emerging market corporate bond spreads (2005)The sovereign ceiling and eme…News spillovers in the sovereign debt market (2005)News spillovers in the sovere…Bank concentration, competition, and crises: First results (2005)Bank concentration, competiti…Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…The national market impact of sovereign rating changes (2003)The national market impact of…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…Analyzing rating transitions and rating drift with continuous observations (2002)Analyzing rating transitions …The role of rating agency assessments in less developed countries: Impact of the proposed Basel guidelines (2001)The role of rating agency ass…Sovereign credit ratings during the COVID-19 pandemic (2021)Sovereign credit ratings duri…Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries (2021)Dependency between sovereign …Financial determinants of credit risk in the logistics and shipping industries (2020)Financial determinants of cre…Coups d’état and the cost of debt (2020)Coups d’état and the cost of …Corporate yields and sovereign yields (2020)Corporate yields and sovereig…Sovereign credit risk and economic risk in Turkey: Empirical evidence from a wavelet coherence approach (2019)Sovereign credit risk and eco…On the Asymmetries of Sovereign Credit Rating Announcements and Financial Market Development in the European Region (2019)On the Asymmetries of Soverei…Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid? (2018)Pro-cyclical effect of sovere…The Sovereign Yield Curve and Credit Ratings in GIIPS (2017)The Sovereign Yield Curve and…Do Sovereign Credit Ratings Matter for Foreign Direct Investments? (2017)Do Sovereign Credit Ratings M…Pernicious effects: How the credit rating agencies disadvantage emerging markets (2016)Pernicious effects: How the c…Does sovereign creditworthiness affect bank valuations in emerging markets? (2015)Does sovereign creditworthine…The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis (2014)The sovereign-bank rating cha…The Sovereign Effect on Bank Credit Ratings (2014)The Sovereign Effect on Bank …The Impact of Sovereign Rating News on European Banks (2014)The Impact of Sovereign Ratin…Valuation: Measuring and managing the value of companies (1992)Emerging equity market volatility (1997)Explaining the Rate Spread on Corporate Bonds (2001)Fiscal policy and default risk in emerging markets (2009)Political risk and international valuation (2015)Sovereign and corporate credit risk: Evidence from the Eurozone (2015)On crises, contagion, and confusion (2000)The Determinants of Credit Spread Changes (2001)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)Emerging markets research: Trends, issues and future directions (2012)Credit Default Swaps: A Survey (2014)The Empirical Analysis of Liquidity (2014)Measuring security price performance (1980)Using daily stock returns (1985)Common Failings: How Corporate Defaults Are Correlated (2007)Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Finance and Economics Discussion Series (2022)A Markov Model for the Term Structure of Credit Risk Spreads (1997)On cox processes and credit risky securities (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Are credit ratings procyclical? (2004)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)Financial Intermediation and Delegated Monitoring (1984)Legal Determinants of External Finance (1997)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Bank Competition and Financial Stability (2008)Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland (2010)How does capital affect bank performance during financial crises? (2013)Law and Finance (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Sovereign credit ratings and financial markets linkages: Application to European data (2012)The Real Effects of Credit Ratings: The Sovereign Ceiling Channel (2016)Legal Determinants of External Finance (1997)Foreign Speculators and Emerging Equity Markets (2000)The Dynamic Pricing of Sovereign Risk in Emerging Markets (2008)Event-study methodology under conditions of event-induced variance (1991)Currency crashes in emerging markets: An empirical treatment (1996)An analysis of the determinants of sovereign ratings (2004)Financial Dependence and Growth (1996)Do emerging markets become more efficient as they develop? Long memory persistence in equity indices (2013)Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Has Financial Development Made the World Riskier? (2005)Rethinking Bank Regulation: Till Angels Govern (2005)Has Finance Made the World Riskier? (2006)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2005Bank concentration, competition, and crises: First results1,414 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 2002Analyzing rating transitions and rating drift with continuous observations439 cited
  • 2005News spillovers in the sovereign debt market378 cited
  • 2003The national market impact of sovereign rating changes303 cited
  • 2010The reaction of emerging market credit default swap spreads to sovereign credit rating changes293 cited
  • 2007Does sovereign debt ratings news spill over to international stock markets?224 cited
  • 2007Sovereign credit ratings, capital flows and financial sector development in emerging markets192 cited
  • 2005The sovereign ceiling and emerging market corporate bond spreads173 cited
  • 2006Testing for Opaqueness in the European Banking Industry: Evidence from Bond Credit Ratings173 cited
  • 2010The economic function of credit rating agencies – What does the watchlist tell us?170 cited
  • 2009Variations in sovereign credit quality assessments across rating agencies165 cited
  • 2001The role of rating agency assessments in less developed countries: Impact of the proposed Basel guidelines142 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2010Leads and lags in sovereign credit ratings140 cited
  • 2009Rating opaque borrowers: why are unsolicited ratings lower?128 cited
  • Cited by

    • 2014The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis79 cited
    • 2019Sovereign credit risk and economic risk in Turkey: Empirical evidence from a wavelet coherence approach53 cited
    • 2017Do Sovereign Credit Ratings Matter for Foreign Direct Investments?51 cited
    • 2020Coups d’état and the cost of debt50 cited
    • 2018Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid?42 cited
    • 2021Sovereign credit ratings during the COVID-19 pandemic37 cited
    • 2019On the Asymmetries of Sovereign Credit Rating Announcements and Financial Market Development in the European Region37 cited
    • 2014The Sovereign Effect on Bank Credit Ratings36 cited
    • 2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries34 cited
    • 2017The Sovereign Yield Curve and Credit Ratings in GIIPS31 cited
    • 2014The Impact of Sovereign Rating News on European Banks30 cited
    • 2020Financial determinants of credit risk in the logistics and shipping industries29 cited
    • 2016Pernicious effects: How the credit rating agencies disadvantage emerging markets28 cited
    • 2020Corporate yields and sovereign yields27 cited
    • 2015Does sovereign creditworthiness affect bank valuations in emerging markets?27 cited