Rasha Alsakka : Citation Profile

Are you Rasha Alsakka?

Bangor University

7

H index

7

i10 index

170

Citations

RESEARCH PRODUCTION:

16

Articles

4

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 18
   Journals where Rasha Alsakka has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 16 (8.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal562
   Updated: 2019-07-14    RAS profile: 2018-08-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

ap Gwilym, Owain (11)

Williams, Gwion (3)

Tran, Vu (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rasha Alsakka.

Is cited by:

Wu, Eliza (10)

Binici, Mahir (8)

Brooks, Robert (8)

Ozturk, Huseyin (7)

Ratha, Dilip (7)

Broto, Carmen (6)

faff, robert (6)

Molina Sánchez, Luis (6)

Schäfer, Dorothea (5)

Stephan, Andreas (5)

Baum, Christopher (5)

Cites to:

ap Gwilym, Owain (31)

Valenzuela, Patricio (26)

Sy, Amadou (24)

faff, robert (22)

Wu, Eliza (18)

Kim, Suk-Joong (18)

Cowan, Kevin (17)

Brooks, Robert (17)

Ferreira, Miguel (15)

Gomes, Pedro (14)

Afonso, Antonio (14)

Main data

Where Rasha Alsakka has published?

Journals with more than one article published# docs
Journal of International Money and Finance4
Journal of Banking & Finance2
Emerging Markets Review2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Bangor Business School, Prifysgol Bangor University (Cymru / Wales)3

Recent works citing Rasha Alsakka (2018 and 2017)

YearTitle of citing document
2018Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements. (2018). Miao, Evan Weicheng ; Binici, Mahir ; Hutchison, Michael M. In: BIS Working Papers. RePEc:bis:biswps:704.

Full description at Econpapers || Download paper

2017A MODEL OF RATING OF EASTERN EUROPEAN BANKS. (2017). Lucian, Gaban ; Alin, Fetita ; ionue -Marius, Rus . In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:3:p:42-56.

Full description at Econpapers || Download paper

2018The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt. (2018). de Haan, Leo ; Vermeulen, Robert. In: DNB Working Papers. RePEc:dnb:dnbwpp:620.

Full description at Econpapers || Download paper

2017Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

Full description at Econpapers || Download paper

2017Ratings based Inference and Credit Risk: Detecting likely-to-fail Banks with the PC-Mahalanobis Method. (2017). Pompella, Maurizio ; Dicanio, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:34-44.

Full description at Econpapers || Download paper

2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

Full description at Econpapers || Download paper

2018New evidence on sovereign to corporate credit rating spill-overs. (2018). faff, robert ; Bissoondoyal-Bheenick, Emawtee ; Hill, Paula. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:209-225.

Full description at Econpapers || Download paper

2018Do sovereign credit ratings matter for foreign direct investments?. (2018). Cai, Peilin ; Kim, Suk-Joong ; Gan, Quan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:50-64.

Full description at Econpapers || Download paper

2019The case for a European rating agency: Evidence from the Eurozone sovereign debt crisis. (2019). Loffler, Gunter ; Guettler, Andre ; de Las, Carlos A ; Altdorfer, Marc . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:1-18.

Full description at Econpapers || Download paper

2017The impact of sovereign rating changes on the activity of European banks. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:99-112.

Full description at Econpapers || Download paper

2017The impact of sovereign rating changes on European syndicated loan spreads: The role of the rating-based regulation. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:213-231.

Full description at Econpapers || Download paper

2018Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?. (2018). Binici, Mahir ; Hutchison, Michael . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:58-75.

Full description at Econpapers || Download paper

2018Financial risk distribution in European Union. (2018). Damico, Guglielmo ; Storchi, Loriano ; Scocchera, Stefania. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:252-267.

Full description at Econpapers || Download paper

2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate. (2019). Yang, Lu ; Zeng, Yu-Feng ; Chen, Wang ; Hu, Shichao ; Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:137-149.

Full description at Econpapers || Download paper

2018International capital flows at the security level – evidence from the ECB’s asset purchase programme. (2018). Vanpee, Rosanne ; Van Pee, Rosanne ; Luitel, Prabesh. In: ECMI Papers. RePEc:eps:ecmiwp:13956.

Full description at Econpapers || Download paper

2017Herding Behaviour among Credit Rating Agencies. (2017). Bellot, Nicolas Jannone. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:2:y:2017:i:1:p:56-83.

Full description at Econpapers || Download paper

2017Sovereign Credit Rating Changes and Its Impact on Financial Markets of Europe during Debt Crisis Period in Greece and Ireland. (2017). Bashir, Fahad ; Sahi, Abdullah Imran ; Masood, Omar . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:4:p:146-159.

Full description at Econpapers || Download paper

2019Determinants of Sovereign Credit Ratings in Emerging Markets. (2019). Akintunde, Adeola E ; Osobajo, Oluyomi A. In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:5:p:142-166.

Full description at Econpapers || Download paper

2019IMPACT OF CREDIT RATINGS ON STOCK RETURNS. (2019). Mirza, Nawazish ; Bosman, Rudi ; Reddy, Krishna. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2019:i:3d:p:1-24.

Full description at Econpapers || Download paper

2019The single supervision mechanism and contagion between bank and sovereign risk. (2019). Olmo, Begoa Torre ; Torreolmo, Begoa ; Azofra, Sergio Sanfilippo ; Sanfilippoazofra, Sergio ; Saiz, Maria Cantero. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:55:y:2019:i:1:d:10.1007_s11149-018-09373-6.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2018Was Regulation (EC) No 1060/2009 on Credit Rating Agencies effective?. (2018). Nataf, Olivier ; Vanpee, Rosanne ; Van Pee, Rosanne ; Moor, Lieven . In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:19:y:2018:i:4:d:10.1057_s41261-017-0059-7.

Full description at Econpapers || Download paper

2017The Relationship between Stock and Exchange Rates for BRICS Countries Pre - and Post - Crisis: A Mixed C - VINE Copula Model. (2017). Han, Yingying ; Zhou, Xiang. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:1:p:38-59.

Full description at Econpapers || Download paper

2018Determinants of the distance between sovereign credit ratings and sub-sovereign bond ratings: Evidence from emerging markets and developing economies. (2018). Ratha, Dilip ; Nose, Manabu ; Mohapatra, Sanket. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:9:p:934-956.

Full description at Econpapers || Download paper

2017Determinants of sovereign credit risk: the case of Russia. (2017). Stolbov, Mikhail. In: Post-Communist Economies. RePEc:taf:pocoec:v:29:y:2017:i:1:p:51-70.

Full description at Econpapers || Download paper

2017IMPACT OF EUROZONE SOVEREIGN DEBT CRISIS ON CHINA AND INDIA. (2017). Tuteja, Divya ; Dua, Pami. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:05:n:s021759081550099x.

Full description at Econpapers || Download paper

2017Why they keep missing: An empirical investigation of rational inattention of rating agencies. (2017). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:zbw:iwhdps:12017.

Full description at Econpapers || Download paper

Works by Rasha Alsakka:

YearTitleTypeCited
2015Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe In: Economic Notes.
[Full Text][Citation analysis]		article2
2010The Extent and Causes of Sovereign Split Ratings In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Sovereign Ratings and Migrations: Emerging Markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2013The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Heterogeneity of sovereign rating migrations in emerging countries In: Emerging Markets Review.
[Full Text][Citation analysis]		article17
2010Split sovereign ratings and rating migrations in emerging economies In: Emerging Markets Review.
[Full Text][Citation analysis]		article7
2012Rating agencies credit signals: An analysis of sovereign watch and outlook In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2014Sovereign rating actions and the implied volatility of stock index options In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2010A random effects ordered probit model for rating migrations In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2015Does sovereign creditworthiness affect bank valuations in emerging markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2010Leads and lags in sovereign credit ratings In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article37
2013The impact of sovereign rating actions on bank ratings in emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article24
2013Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article29
2012Foreign exchange market reactions to sovereign credit news In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article18
2014The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article12
2015The credit signals that matter most for sovereign bond spreads with split rating In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2018The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2018Multiple credit ratings and market heterogeneity In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Differences of opinion in sovereign credit signals during the European crisis In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2017What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team