Ratings matter : announcements in times of crisis and the dynamics of stock markets
Nicoletta Rosati, Mario Bellia, Pedro Verga Matos, Vasco Oliveira
| Year of publication: |
2020
|
|---|---|
| Authors: | Rosati, Nicoletta ; Bellia, Mario ; Matos, Pedro Verga ; Oliveira, Vasco |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 64.2020, p. 1-16
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| Subject: | Credit ratings | Europe | Financial crisis | Generalized ordered probit models | Markov chains | Finanzkrise | Probit-Modell | Probit model | Markov-Kette | Markov chain | Kreditwürdigkeit | Credit rating | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2019.101166 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012495681