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The impact of sovereign credit ratings on foreign exchange rate returns in Africa
This study investigates the impact of sovereign credit ratings on foreign exchange rate returns for a sample of 27 African countries over the period 2003–2018 to examine the response of the exchange rates around the time of sovereign rating announcements. The data consist of longterm foreign currenc...
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| Format: | Thesis |
| Language: | English |
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Graduate School of Business (GSB)
2021
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