Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market
Year of publication: |
2014
|
---|---|
Authors: | Abad, Pilar ; Robles, M. Dolores |
Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 33.2014, C, p. 152-171
|
Publisher: |
Elsevier |
Subject: | Credit rating agencies | Rating changes | Market model | Systematic risk | Idiosyncratic risk |
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