authors
- TAAMOUTI, ABDERRAHIM
- BATISTA MAIA GOMES, PEDRO
- AFONSO, ANTONIO
Sovereign Credit Ratings and Financial Markets Volatility
Conference Contributions
Overview
event
-
IIIt Workshop in Time Series Econometrics
Zaragoza (April 11-12, 2013)
event place
- ZARAGOZA
participation category
- CONFERENCIA
web site
publication date
- 2013
Classification
keywords
- sovereign ratings; yields; stock market returns; volatility; egarch; optimal portfolio; financial gain; risk management; value-at-risk