Search Options
Home Media Explainers Research & Publications Statistics Monetary Policy The €uro Payments & Markets Careers
Suggestions
Sort by

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

Our website uses cookies

We use functional cookies to store user preferences; analytics cookies to improve website performance; third-party cookies set by third-party services integrated into the website.

You have the choice to accept or reject them. For more information or to review your preference on the cookies and server logs we use, we invite you to:

Read our privacy statement

Learn more about how we use cookies