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    ASIA unversity > 管理學院 > 財務金融學系 > 期刊論文 >  Item 310904400/111587

    Please use this identifier to cite or link to this item: http://asiair.asia.edu.tw/ir/handle/310904400/111587

    Title: Contagion Effects of Sovereign Credit Rating Revisions on the Real Economy: Is It Trade or Finance?
    Authors: 陳獻儀;Chen, Hsien-Yi;楊淑玲;Yang, Shu-Ling;*
    Contributors: 財務金融學系
    Keywords: Sovereign credit rating revision, contagion effect, output growth, real economy
    Date: 2018-05
    Issue Date: 2018-10-22 11:39:53 (UTC+8)
    Abstract: We analyse the contagion effects of sovereign credit rating revisions on the real economy, with particular emphasis on the intensity of trade and finance channels. Our findings show that event countries that experienced rating revisions cause substantial contagion effects on the real output growth rates of nonevent countries. Nonevent countries with a high export ratio, high external debt levels, or those that are more dependent on common bank credit relative to other nonevent countries are more likely to be infected by event countries’ adverse credit shocks. The results remain after accounting for alternative real economy indicators, financial liberalization, financial crises, and economic development status.
    Appears in Collections:[財務金融學系] 期刊論文

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