Credit ratings and cross-border bond market spillovers
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DOI: 10.1016/j.jimonfin.2014.12.007
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- Fathi Nakai & Tarek Chebbi, 2023. "The informational content of sovereign credit rating: another look," Journal of Asset Management, Palgrave Macmillan, vol. 24(5), pages 353-373, September.
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More about this item
Keywords
Sovereign debt market; Credit rating agencies; Cross-border spillover effects; International financial integration;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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