Sovereign Rating News and Financial Markets Spillovers : Evidence from the European Debt Crisis /
This paper examines the spillover effects of sovereign rating news on European financial markets during the period 2007-2010. Our main finding is that sovereign rating downgrades have statistically and economically significant spillover effects both across countries and financial markets. The sign a...
| 主要作者: | |
|---|---|
| 其他作者: | , |
| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2011.
|
| 叢編: | IMF Working Papers; Working Paper ;
No. 2011/068 |
| 在線閱讀: | Full text available on IMF |