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