The Impact of Sovereign Credit Rating Changes on Emerging Stock Markets

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The Impact of Sovereign Credit Rating Changes on Emerging Stock Markets

This study investigate the impact of sovereign rating change in emerging markets by using 42 sample counties over the period Jan. 1999 to Aug. 2008. The concurrent relationship between sovereign rating changes and the associated stock market spread can be established: the spreads tend to rise (fall)...

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Bibliographic Details
Main Author:	YIN, WEIGUO
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Subjects:	Sovereign Credit Rating Panel data examination
Online Access:	https://eprints.nottingham.ac.uk/22449/

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