On the self-fulfilling prophecy of changes in sovereign ratings
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DOI: 10.1016/j.econmod.2014.01.012
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- Ingmar Schumacher, 2012. "On the Self-Fulfilling Prophecy of Changes in Sovereign Ratings," Working Papers hal-00668284, HAL.
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Citations
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Cited by:
- Cornand, Camille & Gandré, Pauline & Gimet, Céline, 2016.
"Increase in home bias in the Eurozone debt crisis: The role of domestic shocks,"
Economic Modelling, Elsevier, vol. 53(C), pages 445-469.
- Camille Cornand & Pauline Gandré & Céline Gimet, 2014. "Increase in home bias in the Eurozone debt crisis: the role of domestic shocks," Working Papers halshs-01015475, HAL.
- Pauline Gandré & Camille Cornand & Céline Gimet, 2016. "Increase in home bias in the Eurozone debt crisis: the role of domestic shocks," Post-Print hal-01614919, HAL.
- Camille Cornand & Pauline Gandré & Céline Gimet, 2016. "Increase in home bias in the Eurozone debt crisis: the role of domestic shocks," Post-Print halshs-01236055, HAL.
- Camille Cornand & Pauline Gandré & Céline Gimet, 2014. "Increase in home bias in the Eurozone debt crisis: the role of domestic shocks," Working Papers 1419, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Kenjegaliev, Amangeldi & Duygun, Meryem & Mamedshakhova, Djamila, 2016. "Do rating grades convey important information: German evidence?," Economic Modelling, Elsevier, vol. 53(C), pages 334-344.
- Manfred G?rtner & Bj?rn Griesbach, 2017.
"Rating Agencies, Self-Fulfilling Prophecy and Multiple Equilibria? An Empirical Model of the European Sovereign Debt Crisis 2009-2011,"
Business and Economic Research, Macrothink Institute, vol. 7(1), pages 199-226, June.
- Gärtner, Manfred & Griesbach, Björn, 2012. "Rating agencies, self-fulfilling prophecy and multiple equilibria? An empirical model of the European sovereign debt crisis 2009-2011," Economics Working Paper Series 1215, University of St. Gallen, School of Economics and Political Science.
- El-Shagi, Makram & von Schweinitz, Gregor, 2017. "Why they keep missing: An empirical investigation of rational inattention of rating agencies," IWH Discussion Papers 1/2017, Halle Institute for Economic Research (IWH).
- Gabriel Caldas Montes & Diego S. P. Oliveira & Helder Ferreira Mendonça, 2016. "Sovereign Credit Ratings in Developing Economies: New Empirical Assessment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(4), pages 382-397, October.
- Diego Silveira Pacheco De Oliveira & Gabriel Caldas Montes, 2016. "Beyond The Macroeconomic Determinants Of Sovereign Credit Ratings In Developing Economies: A Panel Data Analysis Considering Different Dimensions," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 049, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
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More about this item
Keywords
Sovereign ratings; Panel VAR; Self-fulfilling prophecy;All these keywords.
JEL classification:
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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