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

Journal of Banking and Finance

Volumn 31, Issue 10, 2007, Pages 3162-3182

  Ferreira, Miguel A ^a   Gama, Paulo M ^b  

^a UNIVERSITY INSTITUTE OF LISBON   (Portugal)

^b UNIVERSITY OF COIMBRA   (Portugal)

Author keywords

Sovereign ratings; Spillover effects; Stock market

Indexed keywords

EID: 34548505731     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.12.006     Document Type: Article

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