Ratings matter: announcements in times of crisis and the dynamics of stock markets
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- Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliveira, Vasco, 2020. "Ratings matter: Announcements in times of crisis and the dynamics of stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
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More about this item
Keywords
Credit ratings; financial crisis; Europe; Markov chains; generalized ordered probit models;All these keywords.
JEL classification:
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2019-10-07 (Corporate Finance)
- NEP-EEC-2019-10-07 (European Economics)
- NEP-FMK-2019-10-07 (Financial Markets)
- NEP-MAC-2019-10-07 (Macroeconomics)
- NEP-SEA-2019-10-07 (South East Asia)
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