The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries

Global Finance Journal

Volumn 19, Issue 1, 2008, Pages 46-55

  Li, Huimin ^a   Jeon, Bang Nam ^b   Cho, Seong Yeon ^c   Chiang, Thomas C ^b  

^a WEST CHESTER UNIVERSITY   (United States)

^b DREXEL UNIVERSITY   (United States)

^c OAKLAND UNIVERSITY   (United States)

Author keywords

Asian financial crisis; Financial contagion; Sovereign credit rating

Indexed keywords

EID: 45049086882     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2007.12.001     Document Type: Article

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