The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets
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DOI: 10.1007/s10368-018-00424-z
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Cited by:
- Welfens Paul J.J. & Baier Fabian & Kadiric Samir & Korus Arthur & Xiong Tian, 2019.
"EU28 Capital Market Perspectives of a Hard BREXIT: Theory, Empirical Findings and Policy Options,"
The Economists' Voice, De Gruyter, vol. 16(1), pages 1-16, December.
- Paul J.J. Welfens & Fabian Baier & Samir Kadiric & Arthur Korus & Tian Xiong, 2019. "EU28 Capital Market Perspectives of a Hard BREXIT: Theory, Empirical Findings and Policy Options," EIIW Discussion paper disbei256, Universitätsbibliothek Wuppertal, University Library.
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Keywords
Corporate bond yield spreads; Credit risk; Brexit; Event-study;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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