Title:

Sovereign Credit Ratings and Financial Markets Linkages: Application to European Data

Authors:

Pedro Gomes (U Carlos III)
António Afonso (UTL)
Davide Furceri (IMF, U Palermo)

Journal:

Journal of International Money and Finance

Year:

2012

Volume:

31

Pages:

606-638

JEL codes:

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