articleTop 10% cited
Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements
Journal of Banking & Finance · 2004 · Vol. 28(11) · pp. 2813–2843
Lars Nordén✉(University of Mannheim)Martin Weber(University of Mannheim)
Credit Risk and Financial RegulationsBanking stability, regulation, efficiencyFinancial Distress and Bankruptcy PredictionDowngradeCredit ratingCredit default swapEvent studyBond credit ratingBusinessStock (firearms)Structured financeEconomicsCredit risk
Funding
- National Science Foundation
Citations
676
FWCI
15.49
field-weighted impact
References
22
Percentile
99%
vs. same field & year
Citations per year
References
Measuring security price performance
Journal of Financial Economics · 1980 · 3,391 citations
Using daily stock returns
Journal of Financial Economics · 1985 · 6,526 citations
The relationship between credit default swap spreads, bond yields, and credit rating announcements
Journal of Banking & Finance · 2004 · 1,041 citations
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