The effect of credit ratings on emerging market volatility

Author:

Bales Kyle,Malikane Christopher

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference33 articles.

1. Understanding the determinants of sovereign debt ratings: evidence for the two leading agencies;Afonso;J. Econ. Finance,2003

2. Sovereign credit ratings, market volatility, and financial gains;Afonso;Comput. Stat. Data Anal.,2014

3. The real effects of credit ratings: the sovereign ceiling channel;Almeida;J. Finance,2017

4. Alternative asymmetric stochastic volatility models;Asai;Economet. Rev.,2011

5. Beniwal, V., 2016. Bloomberg: World’s largest emerging market plan a different kind of ratings agency Retrieved 21st February, 2017, from https://www.bloomberg.com/news/articles/2016-06-26/brics-eye-a-new-rating-company-to-reduce-established-firms-grip.

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