The impact of sovereign credit rating changes on government bond yields in South Africa

Abstract

<p>This study applies an event study analysis on Standard &#38; Poor’s (S&#38;P), Fitch and Moody’s sovereign credit ratings for South Africa over the period 2007 to 2018 to investigate the impact of long-term foreign currency sovereign credit ratings changes on 30-year sovereign bond yield.</p> <p>The post <a rel="nofollow" href="https://www.aprm-au.org/uncategorized/the-impact-of-sovereign-credit-rating-changes-on-government-bond-yields-in-south-africa/">The impact of sovereign credit rating changes on government bond yields in South Africa</a> appeared first on <a rel="nofollow" href="https://www.aprm-au.org">APRM</a>.</p>