Arezki, Rabah, Candelon, Bertrand and Sy, Amadou N. R., Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis (March 2011). IMF Working Papers, Vol. , pp. 1-27, 2011. Available at SSRN: http://ssrn.com/abstract=1802981 “This paper examines the spillover effects of sovereign rating news on European financial markets during the period 2007-2010. Our… Continue Reading