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2012-01
Modelling sovereign ratings impacts on stock return distributions within a multivariate regime switching long memory framework
Do, H
;
Brooks, R
;
Treepongkaruna, S
;
Wu, E
;
al, FME
2015-06
Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments
Brooks, R
;
Faff, R
;
Treepongkaruna, S
;
Wu, E
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Treepongkaruna, S
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Wu, E
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Do, H
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Faff, R
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Finance
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2012
1
2015
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true
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Journal Article
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open_access