search query: @author Doukas, J. / total: 6
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| Author: | Doukas, J. |
| Title: | Syndicated euro-credit sovereign risk assessments, market efficiency and contagi on effects. |
| Journal: | Journal of International Business Studies
1989 : SUMMER, VOL. 20:2, p. 255-267 |
| Index terms: | FINANCIAL MANAGEMENT EFFICIENCY FINANCIAL RISK MONEY MARKETS |
| Language: | eng |
| Abstract: | An investigation of the informational efficiency of the syndicated Euro-credit market, analyzing the adjustment of spreads to "news" characterizing the state of the sovereign borrowers' creditworthiness, and interlinked crisis /contagion effects/ between 3 major borrowing countries. Issues and hypotheses. Data and methodology. Empirical evidence: sovereign risk premium reactions to new information, and contagion effect on sovereign interest rate spreads. Five Tables illustrate the study. |
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