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Applied Economics Letters Volume 23, 2016 - Issue 2
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Original Articles

Credit ratings and bond spreads of the GIIPS

Tim de VriesDe Nederlandsche Bank, Amsterdam, The Netherlands
&
Jakob de HaanDe Nederlandsche Bank, Amsterdam, The Netherlands;University of Groningen, Groningen, The Netherlands;CESifo, Munich, GermanyCorrespondence[email protected]
Pages 107-111 | Published online: 03 Aug 2015

Citations (14)

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Read on this site (2)

Kai Chang, Yan Ling Feng, Wang Liu, Ning Lu & Sheng Ze Li. (2021) The impacts of liquidity measures and credit rating on corporate bond yield spreads: evidence from China’s green bond market. Applied Economics Letters 28:17, pages 1446-1457.
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Pedro Jesús Cuadros-Solas & Carlos Salvador Muñoz. (2021) Potential spillovers from the banking sector to sovereign credit ratings. Applied Economics Letters 28:12, pages 1046-1052.
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Articles from other publishers (12)

Samuel Kwaku Agyei & Ahmed Bossman. (2023) Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach. Quantitative Finance and Economics 7:1, pages 87-116.
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Wei Zhang, Jun Wang & Mu Tong. (2022) Research on Bond Participants’ Emotion Reactions Toward the Internet News in China’s Bond Market. Frontiers in Psychology 13.
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Neil M. Kellard, Alexandros Kontonikas, Michael J. Lamla, Stefano Maiani & Geoffrey Wood. (2022) Risk, financial stability and FDI. Journal of International Money and Finance 120, pages 102232.
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Leo de Haan & Robert Vermeulen. (2021) Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt. Journal of International Money and Finance 119, pages 102473.
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Yasir Riaz, Choudhry T. Shehzad & Zaghum Umar. (2020) The sovereign yield curve and credit ratings in GIIPS. International Review of Finance 21:3, pages 895-916.
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Johannes Tholl, Tobias Basse, Samira Meier & Miguel Rodriguez Gonzalez. (2021) Risk premia and the European government bond market: new empirical evidence and some thoughts from the perspective of the life insurance industryRisikoprämien am europäischen Staatsanleihenmarkt: Neue empirische Erkenntnisse und Überlegungen aus der Sicht der Lebensversicherungsbranche. Zeitschrift für die gesamte Versicherungswissenschaft 110:1, pages 49-78.
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Dimitris Malliaropulos & Petros Migiakis. (2018) The re-pricing of sovereign risks following the Global Financial Crisis. Journal of Empirical Finance 49, pages 39-56.
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Makram El-Shagi & Gregor von Schweinitz. (2018) The joint dynamics of sovereign ratings and government bond yields. Journal of Banking & Finance 97, pages 198-218.
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Christian Buschmann & Christian Schmaltz. (2017) Sovereign collateral as a Trojan Horse: Why do we need an LCR+. Journal of Financial Stability 33, pages 311-330.
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Marlene Amstad, Eli Remolona & Jimmy Shek. (2016) How do global investors differentiate between sovereign risks? The new normal versus the old. Journal of International Money and Finance 66, pages 32-48.
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Petros M. Migiakis & Dimitris Georgoutsos. (2018) Risk Perceptions and Fundamental Effects on Sovereign Spreads. SSRN Electronic Journal.
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Ad van Riet. (2016) Government Funding Privileges in European Financial Law Making Public Debt Everybody's Favourite?. SSRN Electronic Journal.
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