The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico
Year of publication: |
2009
|
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Authors: | Mendoza-Velázquez, Alfonso |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | Credit rating changes | municipal bond returns | CAPM | EGARCH-in-Mean |
Extent: | application/pdf |
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Series: | Economics Discussion Papers. - ISSN 1867-8009. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2009-17 |
Classification: | G14 - Information and Market Efficiency; Event Studies ; H74 - State and Local Borrowing ; H77 - Intergovernmental Relations; Federalism ; C22 - Time-Series Models ; G20 - Financial Institutions and Services. General |
Source: |
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The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico
Mendoza-Velázquez, Alfonso, (2009)
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The information content and redistribution effects of state and municipal rating changes in Mexico
Mendoza-Velázquez, Alfonso, (2009)
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The information content and redistribution effects of state and municipal rating changes in Mexico
Mendoza-Velázquez, Alfonso, (2009)
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