Do Upgradings and Downgradings Convey Information? An Event Study of the French Bond Market
Abstract
This study has two purposes:
1
To present an alternative method for the study of events related to bond spreads applicable when only a small number of events is available;
2
To analyse the impact of downgradings and upgradings on the French financial market.
A small number of events can render the use of traditional methods based on the analysis of abnormal returns difficult. We suggest examining the stationarity of...
Paper Details
Title
Do Upgradings and Downgradings Convey Information? An Event Study of the French Bond Market
Published Date
Nov 1, 2006
Journal
Volume
35
Issue
3
Pages
293 - 317
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Notes
History