Article
- Title:
- Does Sovereign Debt Ratings News Spill over to International Stock Markets?
- Authors:
-
Miguel Almeida Ferreira
(ISCTE - Instituto Universitário de Lisboa)
Paulo Gama
(U Coimbra)
- Journal:
-
Journal of Banking and Finance
- Year:
- 2007
- Volume:
- 31
- Pages:
- 3162-3182
- JEL codes:
-
F34 - International Lending and Debt Problems
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
G15 - International Financial Markets
G24 - Investment Banking; Venture Capital; Brokerage; Rating Agencies
H63 - Debt; Debt Management
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
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