Sovereign ratings and eurobond market volatility
The relationship between sovereign ratings and eurobond returns. Return volatility as the dependent variable, control, announcements of rating events, stationarity checks. Panel regression model. Empirical model for the Russian sovereign debt market.
| Рубрика | Финансы, деньги и налоги |
| Предмет | Finance |
| Вид | дипломная работа |
| Язык | английский |
| Прислал(а) | Аленсандра |
| Дата добавления | 14.08.2016 |
| Размер файла | 1,4 M |
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