Pro-cyclical effect of sovereign rating changes on stock returns : a fact or factoid?
Year of publication: |
2019
|
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Authors: | Riaz, Yasir ; Shehzad, Choudhry Tanveer ; Umar, Zaghum |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 15, p. 1588-1601
|
Subject: | asset pricing | business cycle | Sovereign ratings | stock returns | Länderrisiko | Country risk | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | Börsenkurs | Share price | Risikoprämie | Risk premium | CAPM | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
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