Uneingeschränkter Zugang

Impact of Sovereign Debt Credit Rating Revision on Banking Industry: Evidence from G7 Countries


Zitieren

1. Ariff, M. (2012). The origin of the global financial crisis: an alternative view. 2012). Regulatory Failure and Global Financial Crisis. Edward Elgar, UK and USA, 15-35.10.4337/9780857935335.00008Search in Google Scholar

2. Ariff, M., & Zarei, A. (2016). Exchange Rate Behavior of Canada, Japan, the United Kingdom and the United States. Open Economies Review, 27(2), 341-357.10.1007/s11079-015-9372-xOpen DOISearch in Google Scholar

3. Bezhoska, A. A. (2017). Central Bank Independence-the Case of the National Bank of Republic of Macedonia. Journal of Central Banking Theory and Practice, 6(3), 35-65.10.1515/jcbtp-2017-0020Search in Google Scholar

4. Borensztein, E., Cowan, K., & Valenzuela, P. (2013). Sovereign ceilings “lite”? The impact of sovereign ratings on corporate ratings. Journal of Banking & Finance, 37(11), 4014-4024.10.1016/j.jbankfin.2013.07.006Open DOISearch in Google Scholar

5. Brooks, R., Faff, R. W., Hillier, D., & Hillier, J. (2004). The national market impact of sovereign rating changes. Journal of Banking & Finance, 28(1), 233-250.10.1016/S0378-4266(02)00406-5Open DOISearch in Google Scholar

6. Cantor, R., & Packer, F. (1996). Determinants and impact of sovereign credit ratings. The Journal of Fixed Income, 6(3), 76-91.10.3905/jfi.1996.408185Search in Google Scholar

7. Cavallo, E. A., & Valenzuela, P. (2010). The determinants of corporate risk in emerging markets: an option-adjusted spread analysis. International Journal of Finance & Economics, 15(1), 59-74.10.1002/ijfe.398Search in Google Scholar

8. Ferreira, M. A., & Gama, P. M. (2007). Does sovereign debt ratings news spill over to international stock markets? Journal of Banking & Finance, 31(10), 3162-3182.10.1016/j.jbankfin.2006.12.006Search in Google Scholar

9. Ferri, G., & Liu, L.-G. (2002). Do global credit rating agencies think globally. Journal of Banking and Finance, 25(1), 115-148.10.1016/S0378-4266(00)00119-9Search in Google Scholar

10. Ferri, G., Liu, L.-G., & Majnoni, G. (2001). The role of rating agency assessments in less developed countries: Impact of the proposed Basel guidelines. Journal of Banking & Finance, 25(1), 115-148.10.1016/S0378-4266(00)00119-9Search in Google Scholar

11. Gande, A., & Parsley, D. C. (2005). News spillovers in the sovereign debt market. Journal of Financial Economics, 75(3), 691-734.10.1016/j.jfineco.2003.11.003Open DOISearch in Google Scholar

12. Igbinosa, S., Sunday, O., & Babatunde, A. (2017). Empirical Assessment on Financial Regulations and Banking Sector Performance. Journal of Central Banking Theory and Practice, 6(3), 143-155.10.1515/jcbtp-2017-0024Search in Google Scholar

13. Ismailescu, I., & Kazemi, H. (2010). The reaction of emerging market credit default swap spreads to sovereign credit rating changes. Journal of Banking & Finance, 34(12), 2861-2873.10.1016/j.jbankfin.2010.05.014Search in Google Scholar

14. Larraín, G., Reisen, H., & Von Maltzan, J. (1997). Emerging market risk and sovereign credit ratings: Citeseer.Search in Google Scholar

15. Nasir, M. A., Yagob, M., Solimanc, A., & Wud, J. (2017). Institutional Design, Macroeconomic Policy Coordination and Implications for the Financial Sector in the UK. Journal of Central Banking Theory and Practice, 6(3), 95-126.10.1515/jcbtp-2017-0022Search in Google Scholar

16. Norden, L., & Weber, M. (2004). Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements. Journal of Banking & Finance, 28(11), 2813-2843.10.1016/j.jbankfin.2004.06.011Search in Google Scholar

17. Poon, W. P., & Evans, D. A. (2013). Regulation fair disclosure’s effect on the information content of bond rating changes. European Financial Management, 19(4), 775-800.10.1111/j.1468-036X.2011.00612.xOpen DOISearch in Google Scholar

18. Safari, M., & TahmooresPour, R. (2013). Moderation Effect of Market Condition on the Relationship between Dividend Yield and Stock Return.Search in Google Scholar

19. Safari, M. a. M. A. (2014). Sovereign Credit Rating Change in Emerging Markets and Its Impact on Their Financial Markets. 16th Malaysian Finance Association Conference.10.1504/IJBD.2015.071400Search in Google Scholar

20. Salamudin, N., Ariff, M., & Nassir, A. M. (1999). Economic influence on rights issue announcement behavior in Malaysia. Pacific-Basin Finance Journal, 7(3), 405-427.10.1016/S0927-538X(99)00010-4Search in Google Scholar

21. Shijaku, G. (2017). Does Concentration Matter for Bank Stability? Evidence from the Albanian Banking Sector. Journal of Central Banking Theory and Practice, 6(3), 67-94.10.1515/jcbtp-2017-0021Search in Google Scholar

22. Tahmoorespour, R., & Mahdavi-Ardekani, A. (2012). Examine Banks’ Share Price Sensitivity Due to Interest Rate Changes: Emerging Markets and Advanced Countries.Search in Google Scholar

23. Tahmoorespour, R., Mina, A., & Randjbaran, E. (2015). The Impact of Capital Structure on Stock Returns: International Evidence. Hyperion Economic Journal, 1(3), 56-78.Search in Google Scholar

24. Tahmoorespour, R., Rezvani, M., Safari, M., & Randjbarand, E. (2015). Oil Price Fluctuations and Industry Stock Return. Bulletin of Energy Economics (BEE), 3(3), 119-145.Search in Google Scholar

eISSN:
2336-9205
Sprache:
Englisch
Zeitrahmen der Veröffentlichung:
3 Hefte pro Jahr
Fachgebiete der Zeitschrift:
Wirtschaftswissenschaften, Betriebswirtschaft, andere