The impact of sovereign rating changes on equity markets: The Case of GCC countries
This study investigates how GCC stock markets react to a change in the domestic currency sovereign credit ratings. This paper makes use of an event study with an underlying market model. The sovereign ratings and stock market prices were retrieved from the Thomson Reuters DataStream database. In tot...
Saved in:
| Main Author: | |
|---|---|
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://bspace.buid.ac.ae/handle/1234/1252 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|