TY  - RPRT
AU  - Abad Romero, Pilar
AU  - Robles Fernández, María Dolores
PY  - 2012
UR  - https://hdl.handle.net/20.500.14352/49100
AB  - This study analyzes the effects of six different credit rating announcements on systematic and unsystematic risk in Spanish companies listed on the Electronic Continuous Stock Market from 1988 to 2010. We use an extension of the event study dummy...
LA  - eng
KW  - Credit rating agencies
KW  - Rating changes
KW  - Market model
KW  - GARCH
KW  - Stock Returns
KW  - Systematic risk
KW  - Unsystematic risk
TI  - Credit rating agencies and unsystematic risk: Is there a linkage?
TY  - technical report
VL  - 2012
ER  -