Matches in SemOpenAlex for { <https://semopenalex.org/work/W2296610843> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2296610843 endingPage "2610" @default.
- W2296610843 startingPage "2600" @default.
- W2296610843 abstract "ABSTRACTWe aim to determine if long-term foreign currency sovereign rating assessments (from S&P, Moody’s and Fitch) for the advanced emerging Latin American countries (Brazil, Mexico and Chile) have any significant effect on the correlation between their stock market returns in the last decade. With that purpose in mind, we obtain the time-varying correlation by cDCC modeling using ARX-APARCH filtered returns. The analysis shows that the rating changes do not have a significant effect on the correlations in general. After testing for robustness, we reveal that an upgrade to an investment grade level for a country is more likely to positively diversify it from others in the region instead of creating a common positive regional investment environment. Results have important implications for investors and policymakers." @default.
- W2296610843 created "2016-06-24" @default.
- W2296610843 creator A5090267717 @default.
- W2296610843 date "2015-12-21" @default.
- W2296610843 modified "2023-10-16" @default.
- W2296610843 title "Impact of sovereign rating changes on stock market co-movements: the case of Latin America" @default.
- W2296610843 cites W1603657323 @default.
- W2296610843 cites W1727659491 @default.
- W2296610843 cites W1970651789 @default.
- W2296610843 cites W1993650678 @default.
- W2296610843 cites W2005424182 @default.
- W2296610843 cites W2018623310 @default.
- W2296610843 cites W2023236143 @default.
- W2296610843 cites W2040503582 @default.
- W2296610843 cites W2044406885 @default.
- W2296610843 cites W2054513759 @default.
- W2296610843 cites W2055421258 @default.
- W2296610843 cites W2057365184 @default.
- W2296610843 cites W2069653837 @default.
- W2296610843 cites W2092817168 @default.
- W2296610843 cites W2112229634 @default.
- W2296610843 cites W2117227640 @default.
- W2296610843 cites W2168186672 @default.
- W2296610843 cites W2914157958 @default.
- W2296610843 cites W3121159177 @default.
- W2296610843 cites W3121327106 @default.
- W2296610843 cites W3123561954 @default.
- W2296610843 cites W3123931759 @default.
- W2296610843 cites W3124124033 @default.
- W2296610843 cites W3124710071 @default.
- W2296610843 cites W3124760764 @default.
- W2296610843 cites W3125310779 @default.
- W2296610843 cites W3125558185 @default.
- W2296610843 cites W3125838767 @default.
- W2296610843 cites W4244626326 @default.
- W2296610843 doi "https://doi.org/10.1080/00036846.2015.1125437" @default.
- W2296610843 hasPublicationYear "2015" @default.
- W2296610843 type Work @default.
- W2296610843 sameAs 2296610843 @default.
- W2296610843 citedByCount "5" @default.
- W2296610843 countsByYear W22966108432018 @default.
- W2296610843 countsByYear W22966108432019 @default.
- W2296610843 countsByYear W22966108432020 @default.
- W2296610843 countsByYear W22966108432021 @default.
- W2296610843 countsByYear W22966108432022 @default.
- W2296610843 crossrefType "journal-article" @default.
- W2296610843 hasAuthorship W2296610843A5090267717 @default.
- W2296610843 hasConcept C106159729 @default.
- W2296610843 hasConcept C149782125 @default.
- W2296610843 hasConcept C158886217 @default.
- W2296610843 hasConcept C162324750 @default.
- W2296610843 hasConcept C166957645 @default.
- W2296610843 hasConcept C17744445 @default.
- W2296610843 hasConcept C186229450 @default.
- W2296610843 hasConcept C199539241 @default.
- W2296610843 hasConcept C204036174 @default.
- W2296610843 hasConcept C205649164 @default.
- W2296610843 hasConcept C2779343474 @default.
- W2296610843 hasConcept C2780299701 @default.
- W2296610843 hasConcept C556758197 @default.
- W2296610843 hasConcept C94625758 @default.
- W2296610843 hasConceptScore W2296610843C106159729 @default.
- W2296610843 hasConceptScore W2296610843C149782125 @default.
- W2296610843 hasConceptScore W2296610843C158886217 @default.
- W2296610843 hasConceptScore W2296610843C162324750 @default.
- W2296610843 hasConceptScore W2296610843C166957645 @default.
- W2296610843 hasConceptScore W2296610843C17744445 @default.
- W2296610843 hasConceptScore W2296610843C186229450 @default.
- W2296610843 hasConceptScore W2296610843C199539241 @default.
- W2296610843 hasConceptScore W2296610843C204036174 @default.
- W2296610843 hasConceptScore W2296610843C205649164 @default.
- W2296610843 hasConceptScore W2296610843C2779343474 @default.
- W2296610843 hasConceptScore W2296610843C2780299701 @default.
- W2296610843 hasConceptScore W2296610843C556758197 @default.
- W2296610843 hasConceptScore W2296610843C94625758 @default.
- W2296610843 hasIssue "28" @default.
- W2296610843 hasLocation W22966108431 @default.
- W2296610843 hasOpenAccess W2296610843 @default.
- W2296610843 hasPrimaryLocation W22966108431 @default.
- W2296610843 hasRelatedWork W1582019588 @default.
- W2296610843 hasRelatedWork W1964819758 @default.
- W2296610843 hasRelatedWork W1977497738 @default.
- W2296610843 hasRelatedWork W1988513709 @default.
- W2296610843 hasRelatedWork W2003158774 @default.
- W2296610843 hasRelatedWork W2025008974 @default.
- W2296610843 hasRelatedWork W2043368339 @default.
- W2296610843 hasRelatedWork W3121729327 @default.
- W2296610843 hasRelatedWork W3123252625 @default.
- W2296610843 hasRelatedWork W3124205292 @default.
- W2296610843 hasVolume "48" @default.
- W2296610843 isParatext "false" @default.
- W2296610843 isRetracted "false" @default.
- W2296610843 magId "2296610843" @default.
- W2296610843 workType "article" @default.