Sovereign Rating News and Financial Markets Spillovers : Evidence From the European Debt Crisis /
This paper examines the spillover effects of sovereign rating news on European financial markets during the period 2007-2010. Our main finding is that sovereign rating downgrades have statistically and economically significant spillover effects both across countries and financial markets. The sign a...
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| Main Author: | |
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| Other Authors: | , , |
| Format: | Book |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2011
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| Series: | IMF Working Papers ;
Working Paper No. 11/68 IMF Working Papers; Working Paper ; No. 2011/068 IMF eLibrary |
| Subjects: | |
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