Details about Rasha Alsakka

Access statistics for papers by Rasha Alsakka.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pal562

Working Papers

2018

1. Multiple credit ratings and market heterogeneity
   Working Papers, Swansea University, School of Management

2013

2. The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) View citations (2)

2010

3. Sovereign Ratings and Migrations: Emerging Markets
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) View citations (3)
4. The Extent and Causes of Sovereign Split Ratings
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) View citations (1)

Journal Articles

2023

1. Political preferences and stock markets
   International Review of Financial Analysis, 2023, 90, (C)
2. The impact of sovereign credit ratings on voters’ preferences
   Journal of Banking & Finance, 2023, 154, (C)

2022

3. Does competition improve sovereign credit rating quality?
   Journal of International Financial Markets, Institutions and Money, 2022, 76, (C) View citations (4)
4. Regulating rating agencies: A conservative behavioural change
   Journal of Financial Stability, 2022, 60, (C) View citations (2)
5. The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation
   European Economic Review, 2022, 150, (C)

2019

6. Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets
   The European Journal of Finance, 2019, 25, (13), 1211-1233 View citations (5)
7. The impact of ESMA regulatory identifiers on the quality of ratings
   International Review of Financial Analysis, 2019, 66, (C) View citations (4)

2018

8. The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions
   Journal of International Money and Finance, 2018, 85, (C), 40-57 View citations (11)

2017

9. Differences of opinion in sovereign credit signals during the European crisis
   The European Journal of Finance, 2017, 23, (10), 859-884 View citations (7)
10. Does the disclosure of unsolicited sovereign rating status affect bank ratings?
    The British Accounting Review, 2017, 49, (2), 194-210 View citations (8)
11. What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk
    International Journal of Finance & Economics, 2017, 22, (3), 216-233 View citations (9)

2015

12. Does sovereign creditworthiness affect bank valuations in emerging markets?
    Journal of International Financial Markets, Institutions and Money, 2015, 36, (C), 113-129 View citations (10)
13. Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe
    Economic Notes, 2015, 44, (2), 275-308 View citations (4)
14. The credit signals that matter most for sovereign bond spreads with split rating
    Journal of International Money and Finance, 2015, 53, (C), 174-191 View citations (8)

2014

15. Sovereign rating actions and the implied volatility of stock index options
    International Review of Financial Analysis, 2014, 34, (C), 101-113 View citations (5)
16. The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis
    Journal of International Money and Finance, 2014, 49, (PB), 235-257 View citations (35)

2013

17. Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers
    Journal of Economic Behavior & Organization, 2013, 85, (C), 144-162 View citations (55)
18. The impact of sovereign rating actions on bank ratings in emerging markets
    Journal of Banking & Finance, 2013, 37, (2), 563-577 View citations (57)

2012

19. Foreign exchange market reactions to sovereign credit news
    Journal of International Money and Finance, 2012, 31, (4), 845-864 View citations (39)
20. Rating agencies' credit signals: An analysis of sovereign watch and outlook
    International Review of Financial Analysis, 2012, 21, (C), 45-55 View citations (17)
21. The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets
    Emerging Markets Finance and Trade, 2012, 48, (1), 4-24 View citations (4)

2010

22. A random effects ordered probit model for rating migrations
    Finance Research Letters, 2010, 7, (3), 140-147 View citations (8)
23. Leads and lags in sovereign credit ratings
    Journal of Banking & Finance, 2010, 34, (11), 2614-2626 View citations (68)
24. Split sovereign ratings and rating migrations in emerging economies
    Emerging Markets Review, 2010, 11, (2), 79-97 View citations (13)

2009

25. Heterogeneity of sovereign rating migrations in emerging countries
    Emerging Markets Review, 2009, 10, (2), 151-165 View citations (29)

Chapters

2011

1. The Information Content of Sovereign Watchlist and Outlook: S&P versus Moody’s
   Palgrave Macmillan