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Showing 1 to 1 of 1 for “"Market risk (beta)"”.
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An examination of bond rating, beta and value-at-risk as financial risk measures.
… accompanied by its reasons. From the Efficient Market Hypothesis point of view, the informational content of the downgrade depends on whether or not the reasons for it can improve the uncertainty about the financial outlook of the downgraded companies. Studies of bond rating downgrade result in …