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Sovereign debt: financial market over-reliance on credit rating agencies

In: Sovereign risk: a world without risk-free assets?

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  • Donato Masciandaro

    (Bocconi University and SUERF)

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  • Donato Masciandaro, 2013. "Sovereign debt: financial market over-reliance on credit rating agencies," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 72, pages 50-62, Bank for International Settlements.
  • Handle: RePEc:bis:bisbpc:72-12
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    1. Ozturk, Huseyin & Namli, Ersin & Erdal, Halil Ibrahim, 2016. "Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample," Economic Modelling, Elsevier, vol. 54(C), pages 469-478.

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