The reaction of European credit default swap spreads to the U.S. credit rating downgrade

2014 ◽  
Vol 34 ◽  
pp. 131-141 ◽  
Author(s):  
Benjamin M. Blau ◽  
Brian S. Roseman
Keyword(s):  
Credit Rating ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap ◽  
Swap Spreads ◽  
The U.S

The impact of credit rating announcements on credit default swap spreads

2013 ◽  
Vol 37 (6) ◽  
pp. 2011-2030 ◽  
Author(s):  
John D. Finnerty ◽  
Cameron D. Miller ◽  
Ren-Raw Chen
Keyword(s):  
Credit Rating ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap ◽  
The Impact ◽  
Swap Spreads
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