Maria Gaia Soana

SDA Bocconi

Via Bocconi 8

Milan, Milan 20136

Italy

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The Impact of Sovereign Rating News on European Banks

European Financial Management, Vol. 22, Issue 1, pp. 142-167, 2016
Number of pages: 26 Posted: 21 Jan 2016
Stefano Caselli, Gino Gandolfi and Maria Gaia Soana
Bocconi University - Department of Finance, University of Parma and SDA Bocconi
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Abstract:

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sovereign rating change, European banks, event study, spillovers