The Impact of Sovereign Credit Rating Surprises on Asset Price Dynamics in Europe

INIS

• dynamics 100%
• europe 100%
• prices 100%
• credits 100%
• assets 100%
• market 80%
• yields 80%
• stocks 80%
• european union 20%

Keyphrases

• Asset Price Dynamics 100%
• Sovereign Credit Ratings 100%
• Spread Market 80%
• Stock Market Returns 80%
• Credit Rating Announcements 60%
• Sovereign Bond Spreads 40%
• Sovereign Yield Spreads 40%
• Event Study Analysis 20%

Economics, Econometrics and Finance

• Credit Rating 100%
• Yield Curve 80%
• Public Bond 40%
• Event Study 20%