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The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements

https://doi.org/10.2139/ssrn.2173171
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19/19 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

8 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 19 checked references that resolve
resolves10.2469/faj.v48.n3.64
The Implications of Corporate Bond Ratings Drift
resolves10.2139/ssrn.478825
An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps
resolves10.1177/0148558x8900400403
Cross-Sectional Regularities in the Response of Stock Prices to Bond Rating Changes
resolves10.1111/j.1540-6261.1996.tb02693.x
Idiosyncratic Variation of Treasury Bill Yields
resolves10.2469/faj.v55.n1.2243
Credit Swap Valuation
resolves10.3905/jpm.2002.319867
Sufficient Diversification in Credit Portfolios
resolves10.1007/978-1-4899-4541-9
An Introduction to the Bootstrap
resolves10.1016/s1062-9769(99)80006-4
Cross-sectional variation in the stock market reaction to bond rating changes
resolves10.1111/j.1540-6261.1993.tb05139.x
Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?
resolves10.1086/295833
The Differential Effects of Bond Rating Changes Among Industrial and Public Utility Bonds by Maturity
resolves10.1111/j.1540-6261.1992.tb04407.x
The Effect of Bond Rating Agency Announcements on Bond and Stock Prices
resolves10.2469/faj.v53.n3.2083
The Effect of Bond-Rating Changes on Bond Price Performance
resolves10.1016/0304-405x(86)90006-1
The effect of bond rating changes on common stock prices
resolves10.3905/jod.2000.319115
Valuing Credit Default Swaps I
resolves10.3905/jod.2001.319153
Valuing Credit Default Swaps II
resolves10.1016/s0378-4266(01)00228-x
Analyzing rating transitions and rating drift with continuous observations
resolves10.1111/j.1540-6261.1978.tb03387.x
THE ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES
resolves10.1016/S1057-5219(02)00077-7
An empirical analysis of credit default swaps
resolves10.1002/ijfe.148
Event study concerning international bond price effects of credit rating actions
The 8 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref5
no DOI — not checkedref16
no DOI — not checkedA Test of Bond Market Efficiency
no DOI — not checkedref21
no DOI — not checkedDefault and Recovery rates of Corporate Bond Issuers: A Statistical Review of Moody's Ratings Performance
no DOI — not checkedref24
no DOI — not checkedref26
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