Does sovereign debt ratings news spill over to international stock markets?

B-Tier

Journal: Journal of Banking & Finance

Year: 2007

Volume: 31

Issue: 10

Pages: 3162-3182

Authors (2)

Ferreira, Miguel A. (Universidade Nova de Lisboa) Gama, Paulo M. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count