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...

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Bibliographic Details
Main Authors: Amir Saadaoui, Anis Elammari, Mohamed Kriaa
Format: Article
Language:English
Published: Emerald Publishing 2022-07-01
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