Corporate credit ratings, banking fragility, and sovereign credit risk

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dc.coverageDOI: 10.1016/j.frl.2025.107611
dc.creatorValenzuela, Patricio
dc.date2025
dc.date.accessioned2025-11-18T19:51:04Z
dc.date.available2025-11-18T19:51:04Z
dc.description<p>Using corporate credit rating data and a new metric of the expected joint loss of the banking sector conditional on a systemic event (JLoss), this study documents a positive association between corporate credit risk and domestic banking fragility. It also documents that the relationship between corporate and sovereign credit ratings amplifies during periods of banking distress.</p>eng
dc.identifierhttps://investigadores.uandes.cl/en/publications/689a11da-38e4-4415-92c1-7b01ecfac546
dc.identifier.urihttps://repositorio.uandes.cl/handle/uandes/56951
dc.languageeng
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.sourcevol.82 (2025)
dc.subjectBanking fragility
dc.subjectCorporate credit risk
dc.subjectCredit ratings
dc.subjectSovereign risk
dc.titleCorporate credit ratings, banking fragility, and sovereign credit riskeng
dc.typeArticleeng
dc.typeArtículospa
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