Emerging markets instability: do sovereign ratings affect country risk and stock returns?

Changes in sovereign ratings affect country risk and stock returns. And these changes are transmitted across countries, with neighbor-country effects being more significant

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Bibliographic Details
Main Author: Kaminsky, Graciela L. (Author)
Format: Electronic eBook
Language:English
Published: Washington, D.C World Bank, Development Research Group, Macroeconomics and Growth 2001
Series:Policy research working paper 2678
Subjects:
Online Access:Volltext
Summary:Changes in sovereign ratings affect country risk and stock returns. And these changes are transmitted across countries, with neighbor-country effects being more significant
Item Description:"September 2001. - Includes bibliographical references (p. 21-22). - Title from title screen as viewed on Aug. 29, 2002
Physical Description:1 Online-Ressource (35 Seiten)