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 |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Kommunalobligation | Öffentliche Anleihe | Rendite | Kreditwürdigkeit | Capital Asset Pricing Model | Informationswert | Vermögenseffekt | Schätzung | Mexiko | Credit rating changes | municipal bond returns | CAPM | EGARCH-in-Mean |
Series: | Economics Discussion Papers ; 2009-17 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 593793013 [GVK] hdl:10419/27498 [Handle] RePEc:zbw:ifwedp:7541 [RePEc] |
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)
-
The information content and redistribution effects of state and municipal rating changes in Mexico
Mendoza-Velazquez, Alfonso, (2009)
-
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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Indicadores de desempeño, presión y vulnerabilidad de las finanzas públicas estatales en México
Mendoza Velázquez, Alfonso, (2010)
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Equity returns and the business cycle : the role of supply and demand shocks
Mendoza Velázquez, Alfonso, (2013)
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