Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Year of publication: |
2021
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Authors: | Balcilar, Mehmet ; Bathia, Deven ; Demirer, Rıza ; Gupta, Rangan |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 79.2021, p. 290-302
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Subject: | BRICS | Credit ratings | Nonparametric quantile causality | PIIGS | Stock markets returns and volatility | Kapitaleinkommen | Capital income | Kreditwürdigkeit | Credit rating | BRICS-Staaten | BRICS countries | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | Italien | Italy | Kausalanalyse | Causality analysis | Brasilien | Brazil |
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