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The Impact of Sovereign Rating News on European Banks |
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| Authors: | Stefano Caselli Gino Gandolfi Maria Gaia Soana |
| Affiliation: | 1. Bocconi University, Department of Finance, via Roentgen 1, 20136 Milan and SDA Bocconi School of Management, Milan, Italy;2. University of Parma, Department of Economics, via Kennedy 6, 43100 Parma, SDA Bocconi School of Management, Milan, Italy |
| Abstract: | |
| Keywords: | sovereign rating change European banks event study spillovers |