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Changes in sovereign ratings affect country risk and stock returns. And these changes are transmitted across countries, with neighbor-country effects being more significant.
Publish Date
2001
Language
English
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Emerging markets instability: do sovereign ratings affect country risk and stock returns?
2001, World Bank, Development Research Group, Macroeconomics and Growth
Electronic resource
in English
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Book Details
Edition Notes
Includes bibliographical references (p. 21-22).
Title from title screen as viewed on Aug. 29, 2002.
"September 2001."
Also available in print.
Mode of access: World Wide Web.
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