The Effects of Credit Rating Announcements on Bond Liquidity: An Event Study

DOI10.1007/978-3-319-50234-2_1zbMath1383.62230OpenAlexW2780692164MaRDI QIDQ4609741

Antonio F. Díaz, Ana Escribano, M. Dolores Robles, Pilar Abad

Publication date: 26 March 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-50234-2_1

zbMATH Keywords

liquidity shocksbond liquidity

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Cites Work

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