Sovereign credit ratings and financial markets linkages: Application to European data

The relationship between credit default swap spreads, bond yields, and credit rating announcements

John Hull, Mirela Predescu, Alan White · Journal of Banking & Finance · 2004 · 1K citations

Business, Economics, Finance +16

Good News and Bad News: Asymmetric Responses to Economic Information

Stuart Soroka · The Journal of Politics · 2006 · 852 citations

Social Sciences, Economics, Political Communication +17

Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements

Lars Nordén, Martin Weber · Journal of Banking & Finance · 2004 · 681 citations

Business, Economics, Finance +16

Good and bad credit contagion: Evidence from credit default swaps☆

Philippe Jorion, Guoping Zhang · Journal of Financial Economics · 2007 · 580 citations

Business, Finance, Financial Management +13

An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market

Haibin Zhu · Journal of Financial Services Research · 2006 · 457 citations

Business, Economics, Finance +17