| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 963499 | Journal of International Financial Markets, Institutions and Money | 2012 | 20 Pages |
Abstract
⺠We study impacts of sovereign ratings and outlooks on regional stock and bond market integration. ⺠We examine permanent and transitory effects of ratings and outlooks on emerging markets. ⺠Sovereign ratings and outlooks positively impact regional stock market co-movements. ⺠Sovereign rating and outlooks negatively impact regional bond market co-movements. ⺠The negative impact is mostly from higher rated countries compared to regional average.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Rachel Christopher, Suk-Joong Kim, Eliza Wu,