Financial crises, volatility and sovereign ratings: do ratings really matter when they are needed most?

Brooks, Robert (Primary Chief Investigator (PCI))
Faff, Robert (Chief Investigator (CI))
Treepongkaruna, Sirimon (Chief Investigator (CI))
Wu, Eliza (Chief Investigator (CI))

Econometrics & Business Statistics

Project: Research

1 Article

1 results

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2016

Stock and currency market linkages: new evidence from realized spillovers in higher moments
Do, H. X., Brooks, R., Treepongkaruna, S. & Wu, E., 1 Mar 2016, In: International Review of Economics and Finance. 42, p. 167-185 19 p.
Research output: Contribution to journal › Article › Research › peer-review

38 Citations (Scopus)