Relationship between country returns and country risk ratings revisited
In this thesis, the relationship between Country Credit Rating or CCR and international markets returns is examined. Tests also are conducted of the use of CCR as a global explanatory variable, and the ability of CCR to predict returns in 50 countries using two different ratings sources (Institution...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
2003
|
| Online Access: | http://spectrum.library.concordia.ca/2105/1/MQ77951.pdf Aboulamer, Anas <http://spectrum.library.concordia.ca/view/creators/Aboulamer=3AAnas=3A=3A.html> (2003) Relationship between country returns and country risk ratings revisited. Masters thesis, Concordia University. |