Impact of sovereign rating changes on stock market co-movements : the case of Latin America
Year of publication: |
June 2016
|
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Authors: | Sensoy, Ahmet |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 28/30, p. 2600-2610
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Subject: | Latin America | sovereign rating | contagion | cDCC | ARX-APARCH | Lateinamerika | Länderrisiko | Country risk | Aktienmarkt | Stock market | Theorie | Theory | Schwellenländer | Emerging economies |
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