
Downgrades of sovereign credit ratings and impact on banks CDS spread: does disclosure by banks improve stability?
Author(s) -
François Guillemin,
Hervé Alexandre,
Catherine Refait-Alexandre
Publication year - 2015
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - sovereignty , transparency (behavior) , index (typography) , sovereign debt , sovereign credit , financial system , business , financial stability , stability (learning theory) , monetary economics , credit default swap , credit risk , economics , computer science , actuarial science , computer security , political science , politics , law , world wide web , machine learning