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Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis

Philippe Raimbourg1, Federica Salvadè2

  • 1Ecole de Management de la Sorbonne, Université Paris 1 Panthéon-Sorbonne, France.

Finance Research Letters
|August 25, 2020
PubMed

Keywords:
Credit default swapFinancial crisisSovereign rating announcementsVolatility

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