The influence of sovereign credit ratings on sovereign credit default swaps: do splits matter?
This paper compares the influence of sovereign credit ratings (SCRs) issue by three credit rating agencies (CRAs) on sovereign credit default swaps (SCDSs) that is adopted as a proxy for debt pricing. The sample covers quarterly observations from 2008 to 2020 for 32 countries that were graded by all...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Economics Bulletin
2021
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/36138/ https://www.scopus.com/inward/record.uri?eid=2-s2.0-85125247711&partnerID=40&md5=6aef0d9452f0eb5d6252434d22c66c8b |
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