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Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments

Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799

Persistent link: https://www.econbiz.de/10011442342

Do Sovereign Re-Ratings Destabilize Equity Markets During Financial Crises? : New Evidence From Higher Return Moments

Brooks, Robert - 2015

We investigate the effects of S&P's sovereign re-ratings on the higher moments of equity market returns over recent financial crises. Using a set of intraday stock market index prices and sovereign credit ratings for a sample of 36 countries which experienced sovereign rating changes over the...

Persistent link: https://www.econbiz.de/10013036190

Does oil impact gold during COVID-19 and three other recent crises?

Tanin, Tauhidul Islam; Sarker, Ashutosh; Brooks, Robert; … - In: Energy economics 108 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013203269

Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Hum, … - In: Applied financial economics 21 (2011) 13/15, pp. 997-1003

Persistent link: https://www.econbiz.de/10009317447

Asset market linkages : evidence from financial, commodity and real estate assets

Kam Fong Chan; Sirimon Treepongkaruna; Brooks, Robert; … - In: Journal of banking & finance 35 (2011) 6, pp. 1415-1426

Persistent link: https://www.econbiz.de/10009244977

Banking crises : identifying dates and determinants

Jutasompakorn, Pearpilai; Brooks, Robert; Brown, Christine - In: Journal of international financial markets, … 32 (2014), pp. 150-166

Persistent link: https://www.econbiz.de/10011299799

Cointegration and causality in the Asian and emerging foreign exchange markets : evidence from the 1990s financial crises

Au Yong, Hue Hwa; Gan, Christopher; Sirimon Treepongkaruna - In: International review of financial analysis 13 (2004) 4, pp. 479-515

Persistent link: https://www.econbiz.de/10002224923

Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis

Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352

Persistent link: https://www.econbiz.de/10009615550

Contagion and flight-to-quality : evidences from the Asia-Pacific economic cooperation (APEC) region

Peng, Yu-Tung; Au Yong, Hue Hwa; Sirimon Treepongkaruna - In: Review of applied economics 10 (2014) 1/2, pp. 21-47

Persistent link: https://www.econbiz.de/10010506506

Currency jumps and crises : do developed and emerging market currencies jump together?

Kam Fong Chan; Powell, John Gregory; Sirimon Treepongkaruna - In: Pacific-Basin finance journal 30 (2014), pp. 132-157

Persistent link: https://www.econbiz.de/10010496360