On the Relationship between Credit Rating Announcements and Credit Default Swap Spreads for European Reference Entities

T. Lehnert, F. Neske

Research output: Contribution to journal › Article › Academic › peer-review

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@article{da4bb24a7a074ccc8273fe4c2bf2b022,

title = "On the Relationship between Credit Rating Announcements and Credit Default Swap Spreads for European Reference Entities",

author = "T. Lehnert and F. Neske",

year = "2006",

month = jan,

day = "1",

doi = "10.21314/JCR.2006.036",

language = "English",

volume = "2",

pages = "83--90",

journal = "Journal of Credit Risk",

issn = "1744-6619",

publisher = "Incisive Media Ltd.",

number = "2",

}