Sovereign rating changes : how they affected the stock markets of the PIIGS countries during the European sovereign debt crisis

The focus of this paper is to study the effect of sovereign rating changes in the PIIGS (Portugal, Italy, Ireland, Greece and Spain) national stock markets during the European sovereign debt crisis. In my research I find that (1) downgrades convey more information to the market than upgrades. (2) Th...

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Detalhes bibliográficos
Autor principal: Candeias, João Eduardo Dias (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2015
Assuntos:
Texto completo:http://hdl.handle.net/10400.14/18797
País:Portugal
Oai:oai:repositorio.ucp.pt:10400.14/18797