Do stock markets react to re-rating of sovereign risk?
journal contribution
posted on 2024-10-31, 23:41authored byRobert Brooks, Robert Faff, D. Hillier, J. Hillier
Rating agencies provide the market report cards on which investment decisions are made. ROBERT BROOKS, ROBERT FAH, DAVID HILLIER and JOSEPH HILLIER take a look at the impact of rating sovereign risk.