Credit rating announcement and bond liquidity: the case of emerging bond markets
Purpose – This study examines the effect of the informational content of local credit rating announcements in emerging markets on the liquidity of their bond markets. This study analyses the liquidity of bonds in various emerging bond markets using a sample of nine countries: Argentina, Mexico, Peru...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Emerald Publishing
2022-07-01
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Series: | Journal of Economics Finance and Administrative Science |
Subjects: | |
Online Access: | https://www.emerald.com/insight/content/doi/10.1108/JEFAS-08-2020-0314/full/pdf?title=credit-rating-announcement-and-bond-liquidity-the-case-of-emerging-bond-markets |