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Credit ratings and cross-border bond market spillovers
16 references·5 citing·48 second hop
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Capital controls, institutions, and interactions (2005)What matters for financial de…News spillovers in the sovereign debt market (2005)News spillovers in the sovere…Credit Ratings as Coordination Mechanisms (2005)Credit Ratings as Coordinatio…Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…How rating agencies achieve rating stability (2004)How rating agencies achieve r…Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? 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References

  • 1997Event Studies in Economics and Finance4,623 cited
  • 2005What matters for financial development? Capital controls, institutions, and interactions2,650 cited
  • 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
  • 2012Capital flows, push versus pull factors and the global financial crisis751 cited
  • 1986The effect of bond rating changes on common stock prices734 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 1993Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?512 cited
  • 2005Credit Ratings as Coordination Mechanisms483 cited
  • 2012On graduation from fiscal procyclicality481 cited
  • 2004How rating agencies achieve rating stability467 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings460 cited
  • 1998Contagion: Monsoonal Effects, Spillovers, and Jumps between Multiple Equilibria419 cited
  • 2002Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?399 cited
  • 2005News spillovers in the sovereign debt market

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378 cited
  • 2012Sovereign credit ratings and financial markets linkages: Application to European data375 cited
  • Cited by

    • 2019On the Asymmetries of Sovereign Credit Rating Announcements and Financial Market Development in the European Region37 cited
    • 2020On the effect of credit rating announcements on sovereign bonds: International evidence37 cited
    • 2017Spatial analysis of sovereign risks: The case of emerging markets34 cited
    • 2017The Sovereign Yield Curve and Credit Ratings in GIIPS31 cited
    • 2017The impact of sovereign rating changes on the activity of European banks25 cited