Sovereign ratings and their asymmetric response to fundamentals
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DOI: 10.1016/j.jebo.2016.07.017
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- Carmen Broto & Luis Molina, 2014. "Sovereign ratings and their asymmetric response to fundamentals," Working Papers 1428, Banco de España;Working Papers Homepage.
References listed on IDEAS
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As found by EconAcademics.org, the blog aggregator for Economics research:- L’asymétrique réponse des notations souveraines aux fondamentaux
by ? in D'un champ l'autre on 2014-12-14 23:57:00
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Cited by:
- Krishna Reddy & Rudi Bosman & Nawazish Mirza, 2019. "Impact Of Credit Ratings On Stock Returns," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(3), pages 1-24, January.
- Guillaume Horny & Simone Manganelli & Benoit Mojon, 2018.
"Measuring Financial Fragmentation in the Euro Area Corporate Bond Market,"
Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 11(4), pages 1-1, October.
- G. Horny & M. Manganelli & B. Mojon, 2016. "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," Working papers 582, Banque de France.
- Gabriel Caldas Montes & Diego Silveira Pacheco Oliveira, 2019. "Central bank transparency and sovereign risk ratings: a panel data approach," International Economics and Economic Policy, Springer, vol. 16(2), pages 417-433, April.
- Myriam Ben Ayed & Adel Karaa & Jean‐Luc Prigent, 2018. "Duration Models For Credit Rating Migration: Evidence From The Financial Crisis," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1870-1886, July.
- Iván Kataryniuk & Javier Vallés, 2018.
"Fiscal consolidation after the Great Recession: the role of composition,"
Oxford Economic Papers, Oxford University Press, vol. 70(2), pages 563-585.
- Iván Kataryniuk & Javier Vallés, 2015. "Fiscal consolidation after the Great Recession:the role of composition," Working Papers 1515, Banco de España;Working Papers Homepage.
- 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.
- Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020. "Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter?," MPRA Paper 102941, University Library of Munich, Germany.
- Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020. "Loan syndication under Basel II: How firm credit ratings affect the cost of credit?," MPRA Paper 102796, University Library of Munich, Germany.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
More about this item
Keywords
Sovereign credit ratings; Rating cycle; Emerging countries; Panel data model;JEL classification:
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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