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    政大機構典藏 > 商學院 > 財務管理學系 > 期刊論文 >  Item 140.119/117548
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/117548

    Title: Output Spillovers from Changes in Sovereign Credit Ratings
    Authors: 陳聖賢
    Chen, Sheng-Syan
    Chen, Hsien-Yi
    Yang, Shu-Ling
    Chang, Chong-Chuo
    Contributors: 財管系
    Keywords: Sovereign credit rating revision;Output spillover;Economic growth
    Date: 2016
    Issue Date: 2018-06-11 17:15:08 (UTC+8)
    Abstract: This research examines how a sovereign rating revision of one country influences the economic growth rates of other countries. Rating revisions have significant output spillover effects: A one-notch upgrade (downgrade) prompts on average a significant downward revision of about 0.03% (0.07%) in the consensus forecast of annual economic growth rates of other countries in the two-month period after the event. The spillovers are transmitted through direct and indirect trade and financial linkages between event and non-event countries. The evidence indicates that a predominance of differential (common) spillovers leads upgrades (downgrades) to produce adverse output effects for other countries.
    Relation: Journal of International Money and Finance, Vol.63, pp.48-63
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1016/j.jimonfin.2016.01.007
    DOI: 10.1016/j.jimonfin.2016.01.007
    Appears in Collections:[財務管理學系] 期刊論文

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