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1. 1. The Effect of Credit Rating Actions on European Government Bonds

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Mirco Bulega; [2013]
   Keywords : credit ratings announcements; sovereign debt crisis; European government bonds; slope of the sovereign yield curve; abnormal returns;

   Abstract : This thesis examines the effect of credit rating announcements released by the three major rating agencies (Fitch, Moody's, and Standard & Poor's) on European government bonds from 17/01/1991 until 05/04/2013, by looking at one key area, and three interrelated topics. Firstly, I evaluate the impact of credit rating announcements on European government bond returns. READ MORE