Credit Ratings and Debt Crises
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Cited by:
- Apergis, Nicholas, 2015. "Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 54-62.
- Gibert, Anna, 2022. "Signalling creditworthiness with fiscal austerity," European Economic Review, Elsevier, vol. 144(C).
- Aitor Erce, 2012. "Does the IMF's official support affect sovereign bonds maturities?," Globalization Institute Working Papers 128, Federal Reserve Bank of Dallas.
- Aitor Erce, 2012. "Does the IMF´s official support affect sovereign bond maturities?," Working Papers 1231, Banco de España.
- Audzeyeva, Alena & Fuertes, Ana-Maria, 2018. "On the predictability of emerging market sovereign credit spreads," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 140-157.
- repec:hal:spmain:info:hdl:2441/3bvs8clr5k9dqqcbq7j5ul2o65 is not listed on IDEAS
- repec:spo:wpmain:info:hdl:2441/3bvs8clr5k9dqqcbq7j5ul2o65 is not listed on IDEAS
- Jean Barthélemy & Magali Marx, 2012.
"Generalizing the Taylor Principle: New Comment,"
Working Papers
hal-03461113, HAL.
- Jean Barthélemy & Magali Marx, 2012. "Generalizing the Taylor Principle: New Comment," SciencePo Working papers Main hal-03461113, HAL.
- Barthélemy, J. & Marx, M., 2012. "Generalizing the Taylor Principle: New Comment," Working papers 403, Banque de France.
- Holden, Steinar & Natvig, Gisle James & Vigier, Adrien, 2012.
"An Equilibrium Model of Credit Rating Agencies,"
Memorandum
01/2013, Oslo University, Department of Economics.
- Steinar Holden & Gisle James Natvik & Adrien Vigier, 2012. "An equilibrium model of credit rating agencies," Working Paper 2012/23, Norges Bank.
- Anna Gibert, 2016. "The Signaling Role of Fiscal Austerity," Discussion Papers of DIW Berlin 1623, DIW Berlin, German Institute for Economic Research.
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More about this item
Keywords
Credit rating agencies; debt crises; fiscal policy; emerging market economies; developing countries; panel estimation.;All these keywords.
JEL classification:
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2012-09-22 (Central Banking)
- NEP-MAC-2012-09-22 (Macroeconomics)
- NEP-OPM-2012-09-22 (Open Economy Macroeconomics)
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