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Abderrahim Taamouti

13 March 2014
WORKING PAPER SERIES - No. 1654
Details
Abstract
The reaction of EU bond and equity market volatilities to sovereign rating announcements (Standard & Poor
JEL Code
C22 : Mathematical and Quantitative Methods→Single Equation Models, Single Variables→Time-Series Models, Dynamic Quantile Regressions, Dynamic Treatment Effect Models &bull Diffusion Processes
C23 : Mathematical and Quantitative Methods→Single Equation Models, Single Variables→Panel Data Models, Spatio-temporal Models
E44 : Macroeconomics and Monetary Economics→Money and Interest Rates→Financial Markets and the Macroeconomy
G11 : Financial Economics→General Financial Markets→Portfolio Choice, Investment Decisions
G15 : Financial Economics→General Financial Markets→International Financial Markets
H30 : Public Economics→Fiscal Policies and Behavior of Economic Agents→General