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Items where Author is "Alsakka, R."

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Number of items: 17.

Article

Alsakka, R. and ap Gwilym, O. and Vu, H. (2016) Differences of opinion in sovereign credit signals during the European crisis. European Journal of Finance. (In Press)

Williams, G. and Alsakka, R. and Ap Gwilym, O. (2015) Does sovereign creditworthiness affect bank valuations in emerging markets? Journal of International Financial Markets, Institutions and Money, 36. pp. 113-129. DOI: 10.1016/j.intfin.2015.02.001

Vu, H. and Alsakka, R. and Ap Gwilym, O. (2015) The credit signals that matter most for sovereign bond spreads with split rating. Journal of International Money and Finance, 53. pp. 174-191. DOI: 10.1016/j.jimonfin.2015.01.005

Tran, V. and Alsakka, R. and Ap Gwilym, O. (2014) Sovereign rating actions and the implied volatility of stock index options. International Review of Financial Analysis, 34. pp. 101-113. DOI: 10.1016/j.irfa.2014.05.010

Alsakka, R. and Ap Gwilym, O. and Vu, T.N. (2014) The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis. Journal of International Money and Finance, 49 (part B). pp. 235-257. DOI: 10.1016/j.jimonfin.2014.03.012

Williams, G. and Alsakka, R. and Ap Gwilym, O. (2013) The impact of sovereign rating actions on bank ratings in emerging markets. Journal of Banking & Finance, 37 ((2)). pp. 563-577. DOI: 10.1016/j.jbankfin.2012.09.021

Alsakka, R. and Ap Gwilym, O. (2013) Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers. Journal of Economic Behavior & Organization, 85. pp. 144-162. DOI: 10.1016/j.jebo.2011.12.007

Alsakka, R. and Ap Gwilym, O. (2012) Foreign exchange market reactions to sovereign credit news. Journal of International Money and Finance, 31 ((4)). pp. 845-864. DOI: 10.1016/j.jimonfin.2012.01.007

Alsakka, R. and Ap Gwilym, O. (2012) The causes and extent of split sovereign credit ratings in emerging markets. Emerging Markets Finance and Trade, 48 ((1)). pp. 4-24. DOI: 10.2753/REE1540-496X480101

Alsakka, R. and Ap Gwilym, O. (2012) Rating agencies' credit signals: An analysis of sovereign watch and outlook. International Review of Financial Analysis, 21. pp. 45-55. DOI: 10.1016/j.irfa.2011.10.002

Alsakka, R. and Ap Gwilym, O. (2011) Sovereign rating actions: is the criticism justified? Intereconomics : review of European economic policy, 46 ((5)). pp. 248-253. DOI: doi:

Alsakka, R. and Ap Gwilym, O. (2010) Leads and lags in sovereign credit ratings. Journal of Banking and Finance, 34 ((11)). pp. 2614-2626. DOI: 10.1016/j.jbankfin.2010.05.001

Alsakka, R. and Ap Gwilym, O. (2010) A random effects ordered probit model for ranting migrations. Finance Research Letters, 7 ((3)). pp. 140-147. DOI: 10.1016/j.frl.2010.02.004

Alsakka, R. and Ap Gwilym, O. (2010) A random effects ordered probit model for rating migrations. Finance Research Letters, 7 ((3)). pp. 140-147. DOI: 10.1016/j.frl.2010.02.004

Alsakka, R. and Ap Gwilym, O. (2010) Split sovereign ratings and rating migrations in emerging economies. Emerging Markets Review, 11 ((2)). pp. 79-97. DOI: 10.1016/j.ememar.2009.11.005

Book Section

Alsakka, R. and Ap Gwilym, O. (2011) The information content of sovereign watchlist and outlook: S&P versus Moody's. In: Bank Strategy. Governance and Ratings . Unknown, pp. 134-156. ISBN 978-0230313347

Conference or Workshop Item

Alsakka, R. and Ap Gwilym, O. (2010) The extent and causes of sovereign split ratings. In: Euro Conference 2010, Society for the Study of Emerging Markets.

This list was generated on Mon Mar 27 05:40:40 2017 BST.

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