Emerging markets instability do sovereign ratings affect country risk and stock returns?

Changes in sovereign ratings affect country risk and stock returns. And these changes are transmitted across countries, with neighbor-country effects being more significant

Bibliographic Details
Main Author: Kaminsky, Graciela Laura
Corporate Author: World Bank Development Research Group
Other Authors: Schmukler, Sergio L.
Format: eBook
Language:English
Published: Washington, D.C World Bank, Development Research Group, Macroeconomics and Growth 2001
Series:Policy research working paper
Subjects:
Online Access:
Collection: World Bank E-Library Archive - Collection details see MPG.ReNa
Description
Summary:Changes in sovereign ratings affect country risk and stock returns. And these changes are transmitted across countries, with neighbor-country effects being more significant
Item Description:"September 2001. - Includes bibliographical references (p. 21-22). - Title from title screen as viewed on Aug. 29, 2002