Listar Artículos de revista INARBE - INARBE aldizkari artikuluak por tema "CDS spreads"
Mostrando ítems 1-1 de 1
-
Do sovereign ratings cause instability in cross-border emerging CDS markets?
We analyse the cross-border transmission effect of credit ratings on sovereign CDSs covering a broad sample of emerging countries during the period 2004 to 2015. This study differentiates between the spillover and competition ...