Andreas Wengner

University of Hohenheim

Fruwirthstr. 48

Stuttgart, 70599

Germany

SCHOLARLY PAPERS

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218

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Scholarly Papers (1)

1.

The Impact of Credit Rating Announcements on Corporates' Credit Default Swap Spreads - Are There Intra-Industry Effects Observable?

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 28 Posted: 05 Nov 2012
University of Hohenheim, affiliation not provided to SSRN and University of Hohenheim
Downloads 187 (110,491)

Abstract:

Credit Default Swaps, Market Reaction, Spillover-E