Work

Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach

Year: 2020

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2020.07.005

Authors: Mehmet Balcilar, Deven Bathia, Riza Demirer, Rangan Gupta

Institutions: Eastern Mediterranean University, Queen Mary University of London, Southern Illinois University Edwardsville, University of Pretoria

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2606991966

FWCI: 5.195

Cites: 37

Cited by: 28

Related to: 10