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Bank Rating Changes and Bank Stock Returns - Puzzling Evidence from the Emerging Markets

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Author Info
Anthony J. Richards
David Deddouche

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Abstract

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Publisher Info
Paper provided by International Monetary Fund in its series IMF Working Papers with number 99/151.

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Date of creation: 01 Nov 1999
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Handle: RePEc:imf:imfwpa:99/151

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Related research
Keywords: Emerging markets ; Bank rates ; Stock markets ; United States ; Bond markets ; Economic models ;

Cited by:
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  1. Kaminsky, Graciela & Schmukler, Sergio, 2001. "Emerging markets instability: do sovereign ratings affect country risk and stock returns?," Policy Research Working Paper Series 2678, The World Bank. [Downloadable!]
    Other versions:
  2. Thierry Tressel & Enrica Detragiache & Asli Demirgüç-Kunt, 2006. "Banking on the Principles: Compliance with Basel Core Principles and Bank Soundness," IMF Working Papers 06/242, International Monetary Fund. [Downloadable!]
    Other versions:
  3. Caprio, Gerard & Honohan, Patrick, 2004. "Can the unsophisticated market provide discipline?," Policy Research Working Paper Series 3364, The World Bank. [Downloadable!]
  4. Seung Han & Yoon Shin & Walter Reinhart & William Moore, 2009. "Market Segmentation Effects in Corporate Credit Rating Changes: The Case of Emerging Markets," Journal of Financial Services Research, Springer, vol. 35(2), pages 141-166, April. [Downloadable!] (restricted)
  5. Roman Kraeussl, 2000. "Sovereign Ratings and Their Impact on Recent Financial Crises," Working Papers 0002, University of Crete, Department of Economics. [Downloadable!]
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This page was last updated on 2009-12-17.


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