Rating changes and portfolio flows to emerging markets: evidence from active and passive funds

DOI10.1016/J.ECONLET.2019.02.009zbMath1411.91476OpenAlexW2915634994WikidataQ128346391 ScholiaQ128346391MaRDI QIDQ1741746

Christina E. Bannier, Thomas Heyden, Peter Tillmann

Publication date: 7 May 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.02.009

zbMATH Keywords

event studyemerging marketssovereign ratingspassive fundsportfolio flows

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Generalized autoregressive conditional heteroscedasticity

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