Finding 7977Emerging EvidenceValidation V0
The study finds that sovereign credit rating downgrades induce a CDS market effect, with firms at or above the sovereign rating experiencing a $$23.08%$$ increase in spreads versus other firms.
75%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting75% linkage confidence
The study finds that sovereign credit rating downgrades induce a CDS market effect, with firms at or above the sovereign rating experiencing a $$23.08%$$ increase in spreads versus other firms.
key_findings bullet 1 · key_findings
Inspect source: The Real Effects of Credit Ratings on Credit Default Swap Market: The Sovereign Ceiling Channel →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.