9
H index
8
i10 index
349
Citations
Bangor University | 9 H index 8 i10 index 349 Citations RESEARCH PRODUCTION: 24 Articles 4 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rasha Alsakka. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Bangor Business School, Prifysgol Bangor University (Cymru / Wales) | 3 |
Year | Title of citing document |
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2022 | Credit rating agencies, information asymmetry and US bond liquidity. (2022). Salvade, Federica ; Raimbourg, Philippe ; Lovo, Stefano. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:9-10:p:1863-1896. Full description at Econpapers || Download paper |
2022 | Why they keep missing: An empirical investigation of sovereign bond ratings and their timing. (2022). von Schweinitz, Gregor ; El-Shagi, Makram ; el Shagi, Makram ; Elshagi, Makram. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:186-224. Full description at Econpapers || Download paper |
2023 | Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566. Full description at Econpapers || Download paper |
2022 | Fiscal uncertainty and sovereign credit risk. (2022). Hantzsche, Arno. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001453. Full description at Econpapers || Download paper |
2022 | Regulating rating agencies: A conservative behavioural change. (2022). Mantovan, Noemi ; ap Gwilym, Owain ; Alsakka, Rasha ; Jones, Laurence. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000274. Full description at Econpapers || Download paper |
2022 | Do financial markets reward government spending efficiency?. (2022). Jalles, Joao ; Afonso, Antonio ; Venancio, Ana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000014. Full description at Econpapers || Download paper |
2022 | Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Cumming, Douglas J ; Oxley, Les. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200052x. Full description at Econpapers || Download paper |
2022 | Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation. (2022). Qureshi, Anum ; Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002345. Full description at Econpapers || Download paper |
2022 | Transnational spillover effects of European sovereign rating signals on bank stock returns. (2022). Trautwein, Hans-Michael ; Prokop, Jorg ; Hu, Haoshen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:171-182. Full description at Econpapers || Download paper |
2023 | To what extent do sovereign rating actions affect global equity market sectors?. (2023). Sahibzada, Irfan Ullah. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:240-261. Full description at Econpapers || Download paper |
2023 | How does national culture affect the spillover effects of sovereign ratings on corporate ratings?. (2023). Jian, Jhih-Shan ; Liang, Hsin-Yu ; Ho, Amy Yueh-Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:671-691. Full description at Econpapers || Download paper |
2022 | Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC. (2022). Muoz, Carlos Salvador ; Cuadros-Solas, Pedro Jesus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001562. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Sovereign Credit Ratings Analysis Using the Logistic Regression Model. (2022). Muteba Mwamba, John Weirstrass ; Takawira, Oliver. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:70-:d:778137. Full description at Econpapers || Download paper |
2023 | Non-Linear Determinants of Developing Countries’ Sovereign Ratings: Evidence from a Panel Threshold Regression (PTR) Model. (2023). Mabrouk, Fatma ; Nouira, Ridha ; ben Mim, Sami. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3390-:d:1066528. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The informational content of sovereign credit rating: another look. (2023). Chebbi, Tarek ; Nakai, Fathi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00311-6. Full description at Econpapers || Download paper |
2023 | Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067. Full description at Econpapers || Download paper |
2022 | Impact of Sovereign Credit Rating Disclosure on Chinese Financial Market. (2022). Olh, Judit ; Khan, Muhammad Atif ; Pervaiz, Khansa ; Li, Chunling. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079906. Full description at Econpapers || Download paper |
2023 | Impact of Competition in Credit Rating Industry: Evidence From India. (2023). Yadav, Rajan ; Singh, Archana ; Sharma, Chandan. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440221135107. Full description at Econpapers || Download paper |
2023 | Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145. Full description at Econpapers || Download paper |
2022 | Predicting the volatility of crude oil futures: The roles of leverage effects and structural changes. (2022). Lin, Boqiang ; Gong, XU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:610-640. Full description at Econpapers || Download paper |
2023 | IFRS 8 and the cost of capital in Europe. (2023). Eliwa, Yasser ; Aboud, Ahmed ; Saleh, Ahmed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3198-3231. Full description at Econpapers || Download paper |
2023 | Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis. (2023). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Vinturis, Cezara. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2023:i:1:p:156-181. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe In: Economic Notes. [Full Text][Citation analysis] | article | 4 |
2010 | The Extent and Causes of Sovereign Split Ratings In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Sovereign Ratings and Migrations: Emerging Markets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Does the disclosure of unsolicited sovereign rating status affect bank ratings? In: The British Accounting Review. [Full Text][Citation analysis] | article | 7 |
2022 | The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
2009 | Heterogeneity of sovereign rating migrations in emerging countries In: Emerging Markets Review. [Full Text][Citation analysis] | article | 21 |
2010 | Split sovereign ratings and rating migrations in emerging economies In: Emerging Markets Review. [Full Text][Citation analysis] | article | 11 |
2012 | Rating agencies credit signals: An analysis of sovereign watch and outlook In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 15 |
2014 | Sovereign rating actions and the implied volatility of stock index options In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2019 | The impact of ESMA regulatory identifiers on the quality of ratings In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2010 | A random effects ordered probit model for rating migrations In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2022 | Regulating rating agencies: A conservative behavioural change In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
2015 | Does sovereign creditworthiness affect bank valuations in emerging markets? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
2022 | Does competition improve sovereign credit rating quality? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
2023 | The impact of sovereign credit ratings on voters’ preferences In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2010 | Leads and lags in sovereign credit ratings In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 58 |
2013 | The impact of sovereign rating actions on bank ratings in emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
2013 | Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 51 |
2012 | Foreign exchange market reactions to sovereign credit news In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 35 |
2014 | The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 32 |
2015 | The credit signals that matter most for sovereign bond spreads with split rating In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
2018 | The 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] | article | 8 |
2012 | The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
2011 | The Information Content of Sovereign Watchlist and Outlook: S&P versus Moody’s In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] | chapter | 0 |
2018 | Multiple credit ratings and market heterogeneity In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Differences of opinion in sovereign credit signals during the European crisis In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
2019 | Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
2017 | What 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] | article | 6 |
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