Título:

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

Autores:

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

Revista:

Journal of International Money and Finance

Ano:

2012

Volume:

31

Páginas:

606-638

Códigos JEL:

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