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eurocrédit

Publications scientifiques

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Syndicated euro-credit sovereign risk assessments, market efficiency and contagion effectsThis study investigates the informational efficiency of the syndicated Euro-credit market by analyzing the adjustment of spreads to “news” characterizing the state of sovereign borrowers' creditworthiness....

général - core.ac.uk - PDF: www.palgrave-journals.com

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Syndicated euro-credit sovereign risk assessments, market efficiency and contagion effects... This study investigates the informational efficiency of the syndicated Euro-credit market by analyzing the adjustment of spreads to "news " characterizing the state of sovereign borrowers' creditworthiness....

général - core.ac.uk - PDF: www.palgrave-journals.com

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Ldc's foreign borrowing and default risk: an empirical investigation... The results obtained show that lenders in Eurocredit markets have tended to take into account (some of) the risk characteristics of borrowers....

général - core.ac.uk - PDF: www.nber.org