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Publications by Ana González-Urteaga

How Credit Ratings Affect Sovereign Credit Risk: Cross-Border Evidence in Latin American Emerging Markets

Emerging Markets Review

International Management

English

Momentum and Default Risk. Some Results Using the Jump Component

International Review of Financial Analysis

English

Related publications

Sovereign Rescheduling Probabilities in Emerging Markets: A Comparison With Credit Rating Agencies’ Ratings

Journal of Applied Statistics

English

Analysis of Emerging Markets Sovereign Credit Spreads

SSRN Electronic Journal

English

The Impact of Credit Rating Changes in Latin American Stock Markets

BAR - Brazilian Administration Review

English

The Estimation of Transition Matrices for Sovereign Credit Ratings

Journal of Banking and Finance

English

Managing Sovereign Credit Risk in Bond Portfolios

Journal of Advanced Studies in Finance

English

Divergence in Credit Ratings

Finance Research Letters

English

Does Information Asymmetry Matter in Emerging Markets? Evidence From Six Latin American Stock Markets

SSRN Electronic Journal

English

Who Should Pay for Credit Ratings and How?

SSRN Electronic Journal

English

How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?

Review of Development Economics

English