Contagion effects of sovereign credit rating revisions on the real economy: is it trade or finance?
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DOI: 10.1080/00036846.2018.1488056
Abstract: ABSTRACT We analyse the contagion effects of sovereign credit rating revisions on the real economy, with particular emphasis on the intensity of trade and finance channels. Our findings show that event countries that experienced rating… read more here.
Keywords: credit; contagion effects; rating revisions; finance ... See more keywords
Interconnectedness and Contagion Effects in International Financial Instruments Markets
Sign Up to like & getrecommendations! Published in 2017 at "Montenegrin journal of economics"
DOI: 10.14254/1800-5845/2017.13-3.13
Abstract: The aim of the research is to define possible contagion level of capital market resulting from shocks in main international stocks and bonds markets on basis of the assessment of market interconnectedness. Global Vector Autoregressive… read more here.
Keywords: effects international; contagion effects; contagion; financial instruments ... See more keywords