Danilo Drago

Università degli Studi della Calabria

  • Università degli Studi della Calabria

SCHOLARLY PAPERS

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Scholarly Papers (6)

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1.

The CDS-Loan Basis Across Firms and the Business Cycle

Posted: 05 Aug 2019 Last Revised: 16 Oct 2019
Danilo Drago, Concetta Carnevale and Raffaele Gallo
Università degli Studi della Calabria, Università degli Studi della Calabria - Dipartimento di Scienze Aziendali e Giuridiche and Bank of Italy - Research Department

Abstract:

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syndicated loan, credit default swaps, loan spread, business cycle, bank

2.

The Impact of Sovereign Rating Changes on European Syndicated Loan Spreads: The Role of the Rating-Based Regulation

Journal of International Money and Finance, Vol. 73, 2017
Posted: 09 Aug 2018
Danilo Drago and Raffaele Gallo
Università degli Studi della Calabria and Bank of Italy - Research Department

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sovereign credit rating, loan spread, financial regulation, certification effect, bank credit supply

3.

The Impact of Sovereign Rating Changes on the Activity of European Banks

Journal of Banking and Finance, Vol. 85, 2017
Posted: 09 Aug 2018
Danilo Drago and Raffaele Gallo
Università degli Studi della Calabria and Bank of Italy - Research Department

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sovereign credit ratings, bank activity, bank capital, bank loan supply, rating-based regulation

4.

The Impact and the Spillover Effect of a Sovereign Rating Announcement on the Euro Area CDS Market

Journal of International Money and Finance, Vol. 67, 2016
Posted: 09 Aug 2018
Danilo Drago and Raffaele Gallo
Università degli Studi della Calabria and Bank of Italy - Research Department

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sovereign credit ratings, credit default swaps, event study, spillover effect, bank flows

5.

Do Multiple Credit Ratings Affect Syndicated Loan Spreads?

Journal of International Financial Markets, Institutions and Money, Vol. 56, 2018
Posted: 12 Feb 2018 Last Revised: 02 Aug 2019
Danilo Drago and Raffaele Gallo
Università degli Studi della Calabria and Bank of Italy - Research Department

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credit rating, loan spread, financial regulation, syndicated loan, multiple ratings

6.

Are Credit Ratings and Cds Spreads Aligned? The Implications for Regulation and Loan Pricing

Bancaria No. 10/2012
Posted: 05 Jan 2013
Alberto Burchi and Danilo Drago
University of Perugia - Department of Law and Management and Università degli Studi della Calabria

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CDs, Rating, Credit policy