Effect of sovereign rating changes on bond market returns

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Effect of sovereign rating changes on bond market returns

Malaysia has just experienced another downgrade of the sovereign rating in July last year, our capital market and currency exchange rate reacted immediately with high loses in Bursa Malaysia couple with sharp depreciation of our currency against major foreign exchanges. Therefore, the main objective...

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Bibliographic Details
Main Authors:	Cheng, Fan Fah, Lim, Li Hsia, Nasir, Annuar
Format:	Conference or Workshop Item
Language:	English
Published:	2014
Online Access:	http://psasir.upm.edu.my/id/eprint/39405/ http://psasir.upm.edu.my/id/eprint/39405/1/39405.pdf

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