Sovereign credit ratings, market volatility, and financial gains
Year of publication: |
2014-01
|
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Authors: | Afonso, António ; Gomes, Pedro ; Taamouti, Abderrahim |
Institutions: | ISEG - School of Economics and Management, Department of Economics, University of Lisbon |
Subject: | Sovereign ratings | yields | stock market returns | volatility | EGARCH | optimal portfolio | financial gain | risk management | value-at-risk |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014/06 |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data ; E44 - Financial Markets and the Macroeconomy ; G11 - Portfolio Choice ; G15 - International Financial Markets ; H30 - Fiscal Policies and Behavior of Economic Agents. General |
Source: |
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Sovereign credit ratings, market volatility, and financial gains
Afonso, António, (2014)
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Sovereign credit ratings, market volatility, and financial gains
Afonso, António, (2014)
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Sovereign credit ratings, market volatility, and financial gains
Afonso, António, (2014)
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Sovereign credit ratings and financial markets linkages: application to European data
Afonso, António, (2011)
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Ordered Response Models for Sovereign Debt Ratings
Afonso, António, (2006)
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Interactions between Private and Public Sector Wages
Afonso, António, (2008)
- More ...