Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Mehmet Balcilar, Deven Bathia, Riza Demirer, Rangan Gupta
| 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 | Kreditwürdigkeit | Credit rating | BRICS-Staaten | BRICS countries | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Italien | Italy | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2020.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655054