Sovereign Credit Rating Announcements and Baltic Stock Markets
No abstract is available for this item.
Volume (Year): 2 (2011)
Issue (Month): 1 ()
|Contact details of provider:|| Postal: Saulëtekio 9, 2040 Vilnius|
Phone: (3702) 769362
Fax: (3702) 223563
Web page: http://www.ef.vu.lt/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Fernando Gonzalez & François Haas & Ronald Johannes & Mattias Persson & Liliana Toledo & Roberto Violi & Martin Wieland & Carmen Zins, 2004.
"Market dynamics associated with credit ratings - a literature review,"
Occasional Paper Series
16, European Central Bank.
- Gonzalez, F. & Haas, F. & Johannes, R. & Persson, M. & Toledo, L. & Violi, R. & Zins, C. & Wieland, M., 2004. "Market dynamics associated with credit ratings: a literature review," Financial Stability Review, Banque de France, issue 4, pages 53-76, June.
- Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph, 2004. "The national market impact of sovereign rating changes," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 233-250, January.
- Richard Cantor & Frank Packer, 1996.
"Determinants and impact of sovereign credit ratings,"
Economic Policy Review,
Federal Reserve Bank of New York, issue Oct, pages 37-53.
- Richard Cantor & Frank Packer, 1996. "Determinants and impacts of sovereign credit ratings," Research Paper 9608, Federal Reserve Bank of New York.
- Reisen, Helmut & von Maltzan, Julia, 1999.
"Boom and Bust and Sovereign Ratings,"
Wiley Blackwell, vol. 2(2), pages 273-93, July.
- Norden, Lars & Weber, Martin, 2004.
"Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements,"
CEPR Discussion Papers
4250, C.E.P.R. Discussion Papers.
- Norden, Lars & Weber, Martin, 2004. "Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2813-2843, November.
- Armitage, Seth, 1995. " Event Study Methods and Evidence on Their Performance," Journal of Economic Surveys, Wiley Blackwell, vol. 9(1), pages 25-52, March.
- Mora, Nada, 2006. "Sovereign credit ratings: Guilty beyond reasonable doubt?," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2041-2062, July.
- António Afonso, 2002. "Understanding the Determinants of Government Debt Ratings: Evidence for the Two Leading Agencies," Working Papers Department of Economics 2002/02, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
- Pukthuanthong-Le, Kuntara & Elayan, Fayez A. & Rose, Lawrence C., 2007. "Equity and debt market responses to sovereign credit ratings announcement," Global Finance Journal, Elsevier, vol. 18(1), pages 47-83.
- A. Craig MacKinlay, 1997. "Event Studies in Economics and Finance," Journal of Economic Literature, American Economic Association, vol. 35(1), pages 13-39, March.
When requesting a correction, please mention this item's handle: RePEc:vul:omefvu:v:2:y:2011:i:1:id:112. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sigitas Urbonavicius)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.