Sovereign credit ratings, market volatility, and financial gains (Q1623504)
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scientific article; zbMATH DE number 6983962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sovereign credit ratings, market volatility, and financial gains |
scientific article; zbMATH DE number 6983962 |
Statements
Sovereign credit ratings, market volatility, and financial gains (English)
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23 November 2018
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sovereign ratings
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yields
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stock market returns
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volatility
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EGARCH
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optimal portfolio
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financial gain
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risk management
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value-at-risk
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