Modelling the U.S. sovereign credit rating
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DOI: 10.1016/j.jbankfin.2014.05.008
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- Wickens, Michael R. & Polito, Vito, 2012. "Modelling the U.S. sovereign credit rating," CEPR Discussion Papers 9150, C.E.P.R. Discussion Papers.
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- Abdul Rafay & Yang Chen & Muhammad A.B.Naeem & Maham Ijaz, 2018. "Analyzing the Impact of Credit Ratings on Firm Performance and Stock Returns: An Evidence from Taiwan," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 22(3), pages 771-790, Summer.
- Polito, Vito & Wickens, Michael, 2015.
"Sovereign credit ratings in the European Union: A model-based fiscal analysis,"
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- Zoran Ivanovic & Sinisa Bogdan & Suzana Baresa, 2015. "Modeling and Estimating Shadow Sovereign Ratings," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 9(3), September.
- Polito, Vito & Wickens, Michael, 2014.
"How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings,"
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- Vito Polito & Michael Wickens, 2013. "How the euro crisis evolved and how to avoid another: EMU, fiscal policy and credit ratings," Special Conference Papers 22, Bank of Greece.
- Wickens, Michael R. & Polito, Vito, 2013. "How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings," CEPR Discussion Papers 9521, C.E.P.R. Discussion Papers.
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- Gibert, Anna, 2022. "Signalling creditworthiness with fiscal austerity," European Economic Review, Elsevier, vol. 144(C).
- Ferdinandusse, Marien & Checherita-Westphal, Cristina & Attinasi, Maria Grazia & Lalouette, Laure & Bańkowski, Krzysztof & Palaiodimos, Georgios & Trindade Campos, Maria Manuel, 2017. "Euro area fiscal stance," Occasional Paper Series 182, European Central Bank.
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More about this item
Keywords
Credit risk; Sovereign risk; Fiscal limits; Default probability;All these keywords.
JEL classification:
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- H30 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - General
- H60 - Public Economics - - National Budget, Deficit, and Debt - - - General
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