The national market impact of sovereign rating changes

Journal of Banking and Finance

Volumn 28, Issue 1, 2004, Pages 233-250

  Brooks, Robert ^a   Faff, Robert W ^b   Hillier, David ^c   Hillier, Joseph ^d  

^a RMIT UNIVERSITY   (Australia)

^b MONASH UNIVERSITY   (Australia)

^c UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^d GLASGOW CALEDONIAN UNIVERSITY   (United Kingdom)

Author keywords

Country beta risk; Event study; Sovereign rating changes

Indexed keywords

EID: 0242468449     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(02)00406-5     Document Type: Article

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