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Does sovereign debt ratings news spill over to international stock markets?

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  • Ferreira, Miguel A.
  • Gama, Paulo M.

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  • Ferreira, Miguel A. & Gama, Paulo M., 2007. "Does sovereign debt ratings news spill over to international stock markets?," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3162-3182, October.
    • Handle: RePEc:eee:jbfina:v:31:y:2007:i:10:p:3162-3182
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    7. Gande, Amar & Parsley, David C., 2005. "News spillovers in the sovereign debt market," Journal of Financial Economics, Elsevier, vol. 75(3), pages 691-734, March.
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