References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 25

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Campbell, J.Y. (1987). Stock Returns and the Term Structure. Journal of Financial Economics, 18(2):373-399.

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Engle, R.F., Lilien, D.M., and Robins, R.P. (1987). Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model. Econometrica, 55(2):391–407.

Followill, R., and Martell, T. (1997). Bond Review and Rating Change Announcements: An Examination of Informational Value and Market Efficiency. Journal of Economics and Finance, 21(2):75–82.

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Hochman, S., and Valadez, M. (2004). Using Credit Ratings Can be an Effective Means of Instilling a Culture of Creditworthiness. In: Subnational Capital Markets in Developing Countries: From Theory to Practice, ed. by Mila, F., The World Bank.

Holthausen, R.W., and Leftwich, R. (1986). The Effect of Bond Rating Changes on Common Stock Prices. Journal of Financial Economics, 17(1):57–89.

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Zaima, J.K., and McCarthy, J.E. (1988). The Impact of Bond Rating Changes on Common Stocks and Bonds: Tests of the Wealth Redistribution Hypothesis. The Financial Review, 23(4):483–498.