Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence
Year of publication: |
2011
|
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Authors: | Abad, Pilar ; Robles Fernandez, M. Dolores ; Diaz, Antonio |
Institutions: | Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid |
Subject: | Credit rating agencies | Rating changes | Event study | Yields | Liquidity | Trading frequency | Corporate bond market | Commercial paper market |
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