Listar por tema "GVAR"
Mostrando ítems 1-3 de 3
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Bank fragility and contagion: evidence from the bank CDS market
Understanding how contagion works among financial institutions is a top priority for regulators and policy makers who aim to foster financial stability and to prevent financial crises. Using bank credit default swap (CDS) ... -
An empirical investigation of the effect of credit ratings on sovereign credit risk
We investigate the cross-border spillover effects of credit rating events for sovereign CDS Latin American emerging economies during 2004-2014. The article extends the previous literature measuring the effect in terms of ... -
How credit ratings affect sovereign credit risk: cross-border evidence in Latin American emerging markets
This article builds upon previous literature by providing a better understanding of how contagion changes in bordering sovereign CDS emerging markets resulting from credit rating events. To that end, we follow the novel ...