SOVEREIGN RISK AND CDS. THE CASE OF ROMANIA
The objective of this paper is to study the relationship between changing sovereign risk rating given by credit rating agencies for Romania and CDS of this borrower on the international capital market. For this purpose was used event study methodology type, the event is changing the qualifier sovere...
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| Format: | Article |
| Language: | English |
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Romanian Foundation for Business Intelligence
2015-04-01
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| Series: | SEA: Practical Application of Science |
| Subjects: | |
| Online Access: |
http://seaopenresearch.eu/Journals/articles/SPAS_7_8.pdf
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