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Michael Zabel
- 14 July 2015
- WORKING PAPER SERIES - No. 1831Details
- Abstract
- This paper studies spillovers across sovereign debt markets in the wake of sovereign rating changes. We compile an extensive dataset covering all announcements by the three major agencies (Standard & Poor
- JEL Code
- G15 : Financial Economics→General Financial Markets→International Financial Markets
F36 : International Economics→International Finance→Financial Aspects of Economic Integration