The Impact of Credit Rating Changes in Latin American Stock Markets

The Impact of Credit Rating Changes in Latin American Stock Markets

Our objective is to examine whether a rating change or Credit Watch announcement has a significant impact on Latin American stock prices. We conducted an event study to analyze stock market reaction to such news in the four major Latin American economies: Argentina, Brazil, Chile and Mexico. We find...

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Bibliographic Details
Main Authors: Abner de Pinho Nogueira Freitas, Andrea Maria Accioly Fonseca Minardi
Format: Article
Language:English
Published: Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD) 2013-10-01
Series:BAR: Brazilian Administration Review
Subjects:
rating change announcement
Credit Watch
event study.
Online Access:http://www.anpad.org.br/periodicos/arq_pdf/a_1424.pdf

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