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Julia von Maltzan Pacheco

Personal Details

First Name:Julia
Middle Name:
Last Name:von Maltzan Pacheco
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RePEc Short-ID:pvo13
Rua Zapara, 63 Vila Madalena 05434 - 030 São Paulo SP Brazil
+55 11 3083.7448

Affiliation

Escola de Administração de Empresas de São Paulo (EAESP)
Fundação Getulio Vargas (FGV)

São Paulo, Brazil
http://eaesp.fgvsp.br/

: (11) 3281-7700
(11) 3284-1789
Av. Nove de Julho 2029 - Bela Vista, 01313-902, São Paulo - SP
RePEc:edi:eafgvbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Helmut Reisen & Julia von Maltzan, 1999. "Boom and Bust and Sovereign Ratings," OECD Development Centre Working Papers 148, OECD Publishing.
  2. Guillermo Larraín & Helmut Reisen & Julia von Maltzan, 1997. "Emerging Market Risk and Sovereign Credit Ratings," OECD Development Centre Working Papers 124, OECD Publishing.

Articles

  1. Reisen, Helmut & von Maltzan, Julia, 1999. "Boom and Bust and Sovereign Ratings," International Finance, Wiley Blackwell, vol. 2(2), pages 273-293, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Reisen, Helmut & von Maltzan, Julia, 1999. "Boom and Bust and Sovereign Ratings," International Finance, Wiley Blackwell, vol. 2(2), pages 273-293, July.

    Mentioned in:

    1. Blogs review: The Events Study methodology
      by ? in Bruegel blog on 2012-10-08 14:51:26

Working papers

  1. Helmut Reisen & Julia von Maltzan, 1999. "Boom and Bust and Sovereign Ratings," OECD Development Centre Working Papers 148, OECD Publishing.

    Cited by:

    1. Jan Bruha & Moritz Karber & Beatrice Pierluigi & Ralph Setzer, 2017. "Understanding Rating Movements in Euro Area Countries," Working Papers 2017/06, Czech National Bank, Research Department.
    2. Nicolas Jannone Bellot, MaLuisa Marti Selva, Leandro Garcia Menendez, 2017. "Herding Behaviour among Credit Rating Agencies," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 2(1), pages 56-83, March.
    3. Flandreau, Marc & Flores Zendejas, Juan Huitzilihuitl & Gaillard, Norbert & Nieto-Parra, Sebastián, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," CEPR Discussion Papers 7347, C.E.P.R. Discussion Papers.
    4. El-Shagi, Makram & von Schweinitz, Gregor, 2016. "The joint dynamics of sovereign ratings and government bond yields," Discussion Papers 13/2016, Deutsche Bundesbank.
    5. Kraeussl, Roman, 2003. "Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?," CFS Working Paper Series 2003/22, Center for Financial Studies (CFS).
    6. Daniel Cohen & Helmut Reisen, 2007. "Loans o Grants?," Post-Print halshs-00754255, HAL.
    7. Hooper, Vince & Hume, Timothy & Kim, Suk-Joong, 2008. "Sovereign rating changes--Do they provide new information for stock markets?," Economic Systems, Elsevier, vol. 32(2), pages 142-166, June.
    8. Lili Liu, 2009. "Turkey," World Bank Other Operational Studies 26063, The World Bank.
    9. Ismailescu, Iuliana & Kazemi, Hossein, 2010. "The reaction of emerging market credit default swap spreads to sovereign credit rating changes," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2861-2873, December.
    10. Rosemarie Bröker Bone, 2005. "A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 037, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    11. Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," Boston College Working Papers in Economics 841, Boston College Department of Economics, revised 30 Jan 2014.
    12. Roman Kraeussl, 2003. "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," Working Papers 0313, University of Crete, Department of Economics.
    13. Böninghausen, Benjamin & Zabel, Michael, 2013. "Credit Ratings and Cross-Border Bond Market Spillovers," Discussion Papers in Economics 21075, University of Munich, Department of Economics.
    14. Ramazan Sari & Mehmet Uzunkaya & Shawkat Hammoudeh, 2013. "The Relationship Between Disaggregated Country Risk Ratings and Stock Market Movements: An ARDL Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(1), pages 4-16, January.
    15. Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014. "Sovereign credit ratings, market volatility, and financial gains," Working Paper Series 1654, European Central Bank.
    16. Andrew CORNFORD, 2000. "The Basle Committee’S Proposals For Revised Capital Standards: Rationale, Design And Possible Incidence," G-24 Discussion Papers 3, United Nations Conference on Trade and Development.
    17. Böninghausen, Benjamin & Zabel, Michael, 2015. "Credit ratings and cross-border bond market spillovers," Working Paper Series 1831, European Central Bank.
    18. António Afonso & Davide Furceri & Pedro Gomes, 2011. "Sovereign credit ratings and financial markets linkages: application to European data," Working Papers Department of Economics 2011/14, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    19. Kraeussl, Roman, 2003. "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?," CFS Working Paper Series 2003/18, Center for Financial Studies (CFS).
    20. Böninghausen, Benjamin & Zabel, Michael, 2015. "Credit ratings and cross-border bond market spillovers," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 115-136.
    21. Ballester, Laura & González-Urteaga, Ana, 2017. "How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets," Emerging Markets Review, Elsevier, vol. 30(C), pages 200-214.
    22. Jochen R. Andritzky & Geoffrey J Bannister & Natalia T. Tamirisa, 2005. "The Impact of Macroeconomic Announcements on Emerging Market Bonds," IMF Working Papers 05/83, International Monetary Fund.
    23. Rodrigo O. Valdes & Leonardo Hernández, 2001. "What Drives Contagion; Trade Neighborhood, or Financial Links?," IMF Working Papers 01/29, International Monetary Fund.
    24. Ashok Vir Bhatia, 2002. "Sovereign Credit Ratings Methodology; An Evaluation," IMF Working Papers 02/170, International Monetary Fund.
    25. Nunnenkamp, Peter, 2000. "Boom, bust, recovery – What next in private capital flows to emerging markets?," Kiel Discussion Papers 362, Kiel Institute for the World Economy (IfW).
    26. Gärtner, Manfred & Griesbach, Bjoern & Jung, Florian, 2011. "PIGS or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies," Economics Working Paper Series 1106, University of St. Gallen, School of Economics and Political Science.
    27. Dennis Vink & Frank Fabozzi, 2009. "Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings," Yale School of Management Working Papers amz2493, Yale School of Management.
    28. Hans-Helmut Kotz & Dorothea Schäfer, 2013. "Rating-Agenturen: fehlbar und überfordert," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 82(4), pages 135-162.
    29. António Afonso & Pedro Gomes & Philipp Rother, 2006. "What “Hides” Behind Sovereign Debt Ratings?," Working Papers Department of Economics 2006/35, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    30. Gande, Amar & Parsley, David C., 2005. "News spillovers in the sovereign debt market," Journal of Financial Economics, Elsevier, vol. 75(3), pages 691-734, March.
    31. Roman Kräussl, 2001. "Sovereign ratings and their impact on recent financial crises," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 7(2), pages 268-269, May.
    32. Kaminsky,Graciela & Schmukler,Sergio L., 2001. "Emerging markets instability: do sovereign ratings affect country risk and stock returns?," Policy Research Working Paper Series 2678, The World Bank.
    33. Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling, 2016. "The relation between sovereign credit rating revisions and economic growth," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 90-100.
    34. Knedlik, Tobias & Ströbel, Johannes, 2006. "The role of banking portfolios in the transmission from currency crises to banking crises - potential effects of Basel II," IWH Discussion Papers 21/2006, Halle Institute for Economic Research (IWH).
    35. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Yip, Angela Y.N., 2006. "Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches," Global Finance Journal, Elsevier, vol. 17(1), pages 136-154, September.
    36. Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar, 2016. "Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe," Economic Systems, Elsevier, vol. 40(4), pages 552-567.
    37. Rachel Christopher & Suk-Joong Kim & Eliza Wu, 2018. "Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?," World Scientific Book Chapters,in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 15, pages 517-546 World Scientific Publishing Co. Pte. Ltd..
    38. Bussière, M. & Ristiniemi, A., 2012. "Credit Ratings and Debt Crises," Working papers 396, Banque de France.
    39. Pukthuanthong-Le, Kuntara & Elayan, Fayez A. & Rose, Lawrence C., 2007. "Equity and debt market responses to sovereign credit ratings announcement," Global Finance Journal, Elsevier, vol. 18(1), pages 47-83.
    40. Ferreira, Miguel A. & Gama, Paulo M., 2007. "Does sovereign debt ratings news spill over to international stock markets?," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3162-3182, October.
    41. El-Shagi, Makram, 2016. "Much ado about nothing: Sovereign ratings and government bond yields in the OECD," IWH Discussion Papers 22/2016, Halle Institute for Economic Research (IWH).
    42. Böninghausen, Benjamin & Zabel, Michael, 2013. "Credit Ratings and Cross-Border Bond Market Spillovers," MPRA Paper 47390, University Library of Munich, Germany.
    43. Luitel, Prabesh & Vanpée, Rosanne & De Moor, Lieven, 2016. "Pernicious effects: How the credit rating agencies disadvantage emerging markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 286-298.
    44. Helmut Reisen, 2003. "Ratings Since the Asian Crisis," OECD Development Centre Working Papers 214, OECD Publishing.
    45. Al-Gasaymeh, Anwar, 2016. "Bank efficiency determinant: Evidence from the gulf cooperation council countries," Research in International Business and Finance, Elsevier, vol. 38(C), pages 214-223.
    46. Salvador, Carlos & Fernández de Guevara, Juan & Pastor, José Manuel, 2018. "The adjustment of bank ratings in the financial crisis: International evidence," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 289-313.
    47. Yu-Li Huang & Chung-Hua Shen, 2015. "The Sovereign Effect on Bank Credit Ratings," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(3), pages 341-379, June.
    48. Asta Klimaviciene, 2011. "Sovereign Credit Rating Announcements and Baltic Stock Markets," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 2(1).
    49. Julio Nogués & Martín Grandes, 2001. "COUNTRY RISK: Economic Policy, Contagion Effect or Political noise?," Journal of Applied Economics, Universidad del CEMA, vol. 4, pages 125-162, May.
    50. Nunnenkamp, Peter, 2001. "Umbaupläne und Reparaturarbeiten an der internationalen Finanzarchitektur: eine Zwischenbilanz aus deutscher Perspektive," Kiel Working Papers 1078, Kiel Institute for the World Economy (IfW).
    51. Pacheco, Luís, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper 36551, University Library of Munich, Germany.
    52. Galati, Davide & Sitzia, Bruno, 2000. "Sovereign bond ratings and market spreads. a dynamic panel analysis," MPRA Paper 8984, University Library of Munich, Germany.
    53. Murat Duran & Doruk Kucuksarac, 2017. "Linkages Between Credit Spreads and Credit Ratings," CBT Research Notes in Economics 1701, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    54. Marc Flandreau & Norbert Gaillard & Frank Packer, 2010. "To err is human: rating agencies and the interwar foreign government debt crisis," BIS Working Papers 335, Bank for International Settlements.
    55. Hassan, Gazi & Wu, Eliza, 2012. "Sovereign country rating, growth volatility and financial crisis," MPRA Paper 40085, University Library of Munich, Germany.
    56. Golder, Stefan M., 1999. "Precautionary credit lines: A means to contain contagion in financial markets?," Kiel Discussion Papers 341, Kiel Institute for the World Economy (IfW).
    57. Sophie Brana & Delphine Lahet, 2005. "La propagation des crises financieres dans les pays emergents : la contagion est-elle discriminante ?," Economie Internationale, CEPII research center, issue 103, pages 73-96.
    58. David James Gill, 2015. "Rating the UK: the British government's sovereign credit ratings, 1976–8," Economic History Review, Economic History Society, vol. 68(3), pages 1016-1037, August.
    59. Stefanos Ioannou, 2017. "Credit Rating Downgrades and Sudden Stops of Capital Flows in the Eurozone," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-36, October.
    60. Johannes Fedderke, 2013. "Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rating Agencies," Working Papers 376, Economic Research Southern Africa.
    61. John Kiff & Sylwia Nowak & Liliana B Schumacher, 2012. "Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings," IMF Working Papers 12/23, International Monetary Fund.
    62. Flandreau, Marc & Gaillard, Norbert & Packer, Frank, 2009. "Ratings Performance, Regulation and the Great Depression: Lessons from Foreign Government Securities," CEPR Discussion Papers 7328, C.E.P.R. Discussion Papers.
    63. Leila Ali, 2012. "Flexibility: Stability's Best Friend in Non-transparent Countries?," International Economic Journal, Taylor & Francis Journals, vol. 26(2), pages 247-264, December.
    64. Altdörfer, Marc & de las Salas Vega, Carlos A. & Guettler, Andre & Löffler, Gunter, 2016. "European versus Anglo-Saxon credit view: Evidence from the eurozone sovereign debt crisis," IWH Discussion Papers 34/2016, Halle Institute for Economic Research (IWH).
    65. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014. "The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 5-20.
    66. International Monetary Fund, 2005. "Fiscal Transparency and Economic Outcomes," IMF Working Papers 05/225, International Monetary Fund.
    67. Kraeussl, Roman, 2003. "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," CFS Working Paper Series 2003/23, Center for Financial Studies (CFS).
    68. Burak PIRGAIP, 2017. "Derecelendirme Notu Degisikliklerinin Borsa Istanbul (BIST) Pay Piyasasi’na Etkileri," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 17(3), pages 351-368.
    69. Hammoudeh, Shawkat & Sari, Ramazan & Uzunkaya, Mehmet & Liu, Tengdong, 2013. "The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 277-294.
    70. Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017. "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201719, University of Pretoria, Department of Economics.
    71. Ibrahim Fatnassi & Zied Ftiti & Habib Hasnaoui, 2014. "Stock Market Reactions to Sovereign Credit Rating Changes: Evidence from Four European Countries," Working Papers 2014-111, Department of Research, Ipag Business School.
    72. Luiz de Mello & Diego Moccero, 2006. "Consolidating Macroeconomic Adjustment in Brazil," OECD Economics Department Working Papers 531, OECD Publishing.
    73. Pierluigi, Beatrice & Brůha, Jan & Setzer, Ralph & Karber, Moritz, 2017. "Understanding sovereign rating movements in euro area countries," Working Paper Series 2011, European Central Bank.
    74. Robert Brooks & Robert Faff & Sirimon Treepongkaruna & Eliza Wu, 2015. "Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(5-6), pages 777-799, June.
    75. Li, Huimin & Jeon, Bang Nam & Cho, Seong-Yeon & Chiang, Thomas C., 2008. "The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries," Global Finance Journal, Elsevier, vol. 19(1), pages 46-55.
    76. Nunnenkamp, Peter, 2007. "Internationale Finanzpolitik," Open Access Publications from Kiel Institute for the World Economy 4321, Kiel Institute for the World Economy (IfW).
    77. Bernal, Oscar & Girard, Alexandre & Gnabo, Jean-Yves, 2016. "The importance of conflicts of interest in attributing sovereign credit ratings," International Review of Law and Economics, Elsevier, vol. 47(C), pages 48-66.
    78. Brana, Sophie & Lahet, Delphine, 2010. "Determinants of capital inflows into Asia: The relevance of contagion effects as push factors," Emerging Markets Review, Elsevier, vol. 11(3), pages 273-284, September.
    79. Yang, Daecheon & Song, Jeongseok, 2018. "Impact of wage rigidity on sovereign credit rating," Emerging Markets Review, Elsevier, vol. 34(C), pages 25-41.
    80. Huang, Yu-Li & Shen, Chung-Hua, 2015. "Cross-country variations in capital structure adjustment—The role of credit ratings," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 277-294.
    81. John Ammer & Nathanael Clinton, 2004. "Good news is no news? The impact of credit rating changes on the pricing of asset-backed securities," International Finance Discussion Papers 809, Board of Governors of the Federal Reserve System (U.S.).
    82. Eduardo Borensztein & Patricio A Valenzuela & Kevin Cowan, 2007. "Sovereign Ceilings “Lite”? The Impact of Sovereign Ratings on Corporate Ratings in Emerging Market Economies," IMF Working Papers 07/75, International Monetary Fund.
    83. Martín Grandes, 2007. "The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(130), pages 151-181.

  2. Guillermo Larraín & Helmut Reisen & Julia von Maltzan, 1997. "Emerging Market Risk and Sovereign Credit Ratings," OECD Development Centre Working Papers 124, OECD Publishing.

    Cited by:

    1. Peter Rowland, 2004. "The Colombian Sovereign Spread and its Determinants," Borradores de Economia 315, Banco de la Republica de Colombia.
    2. Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Assessing financial vulnerability, an early warning system for emerging markets: Introduction," MPRA Paper 13629, University Library of Munich, Germany.
    3. Marcel Peter & Martín Grandes, 2005. "How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa," IMF Working Papers 05/217, International Monetary Fund.
    4. Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph, 2004. "The national market impact of sovereign rating changes," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 233-250, January.
    5. Reinhart, Carmen, 2002. "Default, currency crises, and sovereign credit ratings," MPRA Paper 13917, University Library of Munich, Germany.
    6. Paul M. Vaaler & Burkhard N. Schrage & Steven A. Block, 2006. "Elections, Opportunism, Partisanship and Sovereign Ratings in Developing Countries," Review of Development Economics, Wiley Blackwell, vol. 10(1), pages 154-170, February.
    7. José Antonio Ocampo, 2000. "Recasting the International Financial Agenda," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 2000-18, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
    8. Robert Hoffmann & Chew-Ging Lee & Bala Ramasamy & Matthew Yeung, 2005. "FDI and pollution: a granger causality test using panel data," Journal of International Development, John Wiley & Sons, Ltd., vol. 17(3), pages 311-317.
    9. Hooper, Vince & Hume, Timothy & Kim, Suk-Joong, 2008. "Sovereign rating changes--Do they provide new information for stock markets?," Economic Systems, Elsevier, vol. 32(2), pages 142-166, June.
    10. Franz Hamann, 2002. "Sovereign Risk and Real Business Cycles in a Small Open Economy," International Finance 0212001, EconWPA.
    11. Mora, Nada, 2006. "Sovereign credit ratings: Guilty beyond reasonable doubt?," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2041-2062, July.
    12. Narjess Boubakri & Jean-Claude Cosset & Houcem Smaoui, 2011. "Political Institutions and Sovereign Credit Spreads," Working Papers 647, Economic Research Forum, revised 12 Jan 2011.
    13. Reisen, Helmut & Grandes, Martín, 2005. "Exchange rate regimes and macroeconomic performance in Argentina, Brazil and Mexico," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    14. Ocampo, José Antonio, 1999. "Reforming the international financial architecture: consensus and divergence," Series Históricas 1, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    15. Noy, Ilan, 2008. "Sovereign default risk, the IMF and creditor moral hazard," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 64-78, February.
    16. Böninghausen, Benjamin & Zabel, Michael, 2013. "Credit Ratings and Cross-Border Bond Market Spillovers," Discussion Papers in Economics 21075, University of Munich, Department of Economics.
    17. Thierry Mayer, 2006. "Policy Coherence for Development : A Background paper on Foreign Direct Investment," Working Papers hal-01065640, HAL.
    18. Andrew CORNFORD, 2000. "The Basle Committee’S Proposals For Revised Capital Standards: Rationale, Design And Possible Incidence," G-24 Discussion Papers 3, United Nations Conference on Trade and Development.
    19. -, 2016. "United States-Latin America and the Caribbean Trade Developments 2015-2016," Oficina de la CEPAL en Washington (Estudios e Investigaciones) 41070, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    20. Erdem Basci & Mehmet Fatih Ekinci & Murat Yulek, 2004. "On Fixed and Variable Fiscal Surplus Rules," Macroeconomics 0409006, EconWPA.
    21. Steven A. Block & Paul M. Vaaler, 2001. "The Price of Democracy: Sovereign Risk Ratings, Bond Spreads and Political Business Cycles in Developing Countries," CID Working Papers 82, Center for International Development at Harvard University.
    22. Jochen R. Andritzky & Geoffrey J Bannister & Natalia T. Tamirisa, 2005. "The Impact of Macroeconomic Announcements on Emerging Market Bonds," IMF Working Papers 05/83, International Monetary Fund.
    23. Peter Rowland, 2004. "The Colombian Sovereign Spread And Its Determinants," BORRADORES DE ECONOMIA 003572, BANCO DE LA REPÚBLICA.
    24. Teixeira, João C.A. & Silva, Francisco J.F. & Ferreira, Manuel B.S. & Vieira, José A.C., 2018. "Sovereign credit rating determinants under financial crises," Global Finance Journal, Elsevier, vol. 36(C), pages 1-13.
    25. Steven B. Kamin & K von Kleist, 1999. "The evolution and determinants of emerging markets credit spreads in the 1990s," BIS Working Papers 68, Bank for International Settlements.
    26. Miguel Kiguel & Gabriel A. Lopetegui, 1997. "Entendiendo el Riesgo País," CEMA Working Papers: Serie Documentos de Trabajo. 125, Universidad del CEMA.
    27. Kaminsky,Graciela & Schmukler,Sergio L., 2001. "Emerging markets instability: do sovereign ratings affect country risk and stock returns?," Policy Research Working Paper Series 2678, The World Bank.
    28. Mark A. Carlson & Galina B. Hale, 2005. "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Role-over," Cowles Foundation Discussion Papers 1506, Cowles Foundation for Research in Economics, Yale University.
    29. Manasse, Paolo & Roubini, Nouriel, 2009. ""Rules of thumb" for sovereign debt crises," Journal of International Economics, Elsevier, vol. 78(2), pages 192-205, July.
    30. Ilan Noy, 2004. "Do IMF Bailouts Result in Moral Hazard? An Events-Study Approach," Working Papers 200402, University of Hawaii at Manoa, Department of Economics.
    31. Gutiérrez, Mario A., 2007. "Savings in Latin America after the mid 1990s: determinants, constraints and policies," Macroeconomía del Desarrollo 57, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    32. Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar, 2016. "Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe," Economic Systems, Elsevier, vol. 40(4), pages 552-567.
    33. Bussière, M. & Ristiniemi, A., 2012. "Credit Ratings and Debt Crises," Working papers 396, Banque de France.
    34. Pukthuanthong-Le, Kuntara & Elayan, Fayez A. & Rose, Lawrence C., 2007. "Equity and debt market responses to sovereign credit ratings announcement," Global Finance Journal, Elsevier, vol. 18(1), pages 47-83.
    35. Ffrench-Davis, Ricardo & Larraín, Guillermo, 2003. "How optimal are the extremes?: Latin American exchange rate policies during the Asian crisis," Copublicaciones, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 1797, May.
    36. Helmut Reisen, 2003. "Ratings Since the Asian Crisis," OECD Development Centre Working Papers 214, OECD Publishing.
    37. Franz Hamann, 2002. "Sovereign Risk and Macroeconomic Fluctuations," BORRADORES DE ECONOMIA 003520, BANCO DE LA REPÚBLICA.
    38. Axel Schimmelpfennig & Nouriel Roubini & Paolo Manasse, 2003. "Predicting Sovereign Debt Crises," IMF Working Papers 03/221, International Monetary Fund.
    39. Reinhart, Carmen & Kaminsky, Graciela & Goldstein, Morris, 2000. "Notes on contagion," MPRA Paper 24569, University Library of Munich, Germany.
    40. Martin Mayer, 1998. "The Asian Disease: Plausible Diagnoses, Possible Remedies," Macroeconomics 9805015, EconWPA.
    41. Sergio Godoy W., 2006. "Determinantes de la Clasificación de Riesgo Soberano de las Economías Emergentes," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(3), pages 109-123, December.
    42. Reinhart, Carmen & Calvo, Guillermo, 2001. "Fixing for your life," MPRA Paper 13873, University Library of Munich, Germany.
    43. Bissoondoyal-Bheenick, Emawtee, 2004. "Rating timing differences between the two leading agencies: Standard and Poor's and Moody's," Emerging Markets Review, Elsevier, vol. 5(3), pages 361-378, September.
    44. Hammer, P.L. & Kogan, A. & Lejeune, M.A., 2006. "Modeling country risk ratings using partial orders," European Journal of Operational Research, Elsevier, vol. 175(2), pages 836-859, December.
    45. Nabi, Mahmoud Sami & Suliman, Mohamed Osman, 2008. "The Institutional Environment and the Banking - Growth Nexus: Theory and Investigation for MENA," MPRA Paper 11854, University Library of Munich, Germany.
    46. Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru, 2016. "Sovereign debt ratings and stock liquidity around the World," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 99-112.
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Articles

  1. Reisen, Helmut & von Maltzan, Julia, 1999. "Boom and Bust and Sovereign Ratings," International Finance, Wiley Blackwell, vol. 2(2), pages 273-293, July.
    See citations under working paper version above.Sorry, no citations of articles recorded.

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