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Citations for "Boom and Bust and Sovereign Ratings"

by Helmut Reisen & Julia von Maltzan

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  1. 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.
  2. 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.
  3. Cohen, Daniel & Jacquet, Pierre & Reisen, Helmut, 2007. "Loans or Grants," CEPR Discussion Papers 6024, C.E.P.R. Discussion Papers.
  4. International Monetary Fund, 2005. "Fiscal Transparency and Economic Outcomes," IMF Working Papers 05/225, International Monetary Fund.
  5. Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER Working Papers 15128, National Bureau of Economic Research, Inc.
  6. Böninghausen, Benjamin & Zabel, Michael, 2015. "Credit ratings and cross-border bond market spillovers," Working Paper Series 1831, European Central Bank.
  7. Asta KlimaviÄ ienÄ—, 2011. "Sovereign Credit Rating Announcements and Baltic Stock Markets," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 2(1).
  8. Roman Kraeussl, 2003. "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," Working Papers 0313, University of Crete, Department of Economics.
  9. 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.
  10. Hassan, Gazi & Wu, Eliza, 2012. "Sovereign country rating, growth volatility and financial crisis," MPRA Paper 40085, University Library of Munich, Germany.
  11. 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).
  12. Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016. "Credit rating agency downgrades and the Eurozone sovereign debt crises," Journal of Financial Stability, Elsevier, vol. 24(C), pages 117-131.
  13. Roman Kraeussl, . "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," Working Papers 0315, University of Crete, Department of Economics.
  14. Julio Nogués & Martín Grandes, 2001. "COUNTRY RISK: Economic Policy, Contagion Effect or Political noise?," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 125-162, May.
  15. Luiz de Mello & Diego Moccero, 2006. "Consolidating Macroeconomic Adjustment in Brazil," OECD Economics Department Working Papers 531, OECD Publishing.
  16. Emawtee Bissoondoyal-Bheenick & Robert Brooks & Angela Y.N.Yip, 2005. "Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches," Monash Econometrics and Business Statistics Working Papers 9/05, Monash University, Department of Econometrics and Business Statistics.
  17. Roman Kraeussl, 2000. "Sovereign Ratings and Their Impact on Recent Financial Crises," Working Papers 0002, University of Crete, Department of Economics.
  18. António Afonso & Pedro Gomes & Abderrahim Taamouti, 2014. "Sovereign credit ratings, market volatility, and financial gains," Working Papers Department of Economics 2014/06, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  19. 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.
  20. Kraussl, Roman, 2005. "Do credit rating agencies add to the dynamics of emerging market crises?," Journal of Financial Stability, Elsevier, vol. 1(3), pages 355-385, April.
  21. 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).
  22. repec:kap:iaecre:v:17:y:2011:i:3:p:288-299 is not listed on IDEAS
  23. 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.
  24. Bussière, M. & Ristiniemi, A., 2012. "Credit Ratings and Debt Crises," Working papers 396, Banque de France.
  25. 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.
  26. 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.
  27. 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.
  28. Afonso, António & Gomes, Pedro & Rother, Philipp, 2007. "What “hides” behind sovereign debt ratings?," Working Paper Series 0711, European Central Bank.
  29. Nunnenkamp, Peter, 2001. "Too much, too little, or too volatile? International capital flows to developing countries in the 1990s," Kiel Working Papers 1036, Kiel Institute for the World Economy (IfW).
  30. Christopher, Rachel & Kim, Suk-Joong & Wu, Eliza, 2012. "Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 1070-1089.
  31. Kaminsky, Graciela & Schmukler, Sergio, 2001. "Emerging markets instability: do sovereign ratings affect country risk and stock returns?," Policy Research Working Paper Series 2678, The World Bank.
  32. Manfred Gärtner & Björn Griesbach & Florian Jung, 2011. "PIGS or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 288-299, August.
  33. 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).
  34. Rodrigo O. Valdes & Leonardo Hernández, 2001. "What Drives Contagion; Trade Neighborhood, or Financial Links?," IMF Working Papers 01/29, International Monetary Fund.
  35. 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).
  36. Pacheco, Luis, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers 22/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  37. 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.
  38. El-Shagi, Makram & von Schweinitz, Gregor, 2015. "The Joint Dynamics of Sovereign Ratings and Government Bond Yields," IWH Discussion Papers 4/2015, Halle Institute for Economic Research (IWH).
  39. repec:zbw:iwhdps:21-06 is not listed on IDEAS
  40. Böninghausen, Benjamin & Zabel, Michael, 2013. "Credit Ratings and Cross-Border Bond Market Spillovers," MPRA Paper 47390, University Library of Munich, Germany.
  41. Helmut Reisen, 2003. "Ratings Since the Asian Crisis," OECD Development Centre Working Papers 214, OECD Publishing.
  42. Ahmet Sensoy & Veysel Eraslan & Mutahhar Erturk, 2015. "Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe," Working Paper 30, Research and Business Development Department, Borsa Istanbul.
  43. Afonso, António & Furceri, Davide & Gomes, Pedro, 2012. "Sovereign credit ratings and financial markets linkages: Application to European data," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 606-638.
  44. 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.
  45. Andritzky, Jochen R. & Bannister, Geoffrey J. & Tamirisa, Natalia T., 2007. "The impact of macroeconomic announcements on emerging market bonds," Emerging Markets Review, Elsevier, vol. 8(1), pages 20-37, March.
  46. Tobias Knedlik & Johannes Ströbel, 2006. "The role of banking portfolios in the transmission from currency crises to banking crises - potential effects of Basel II," IWH Discussion Papers 21, Halle Institute for Economic Research.
  47. 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).
  48. repec:zbw:iwhdps:4-15 is not listed on IDEAS
  49. 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.
  50. Roman Kraeussl, . "Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?," Working Papers 0314, University of Crete, Department of Economics.
  51. 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.).
  52. 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.
  53. 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.
  54. 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.
  55. 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.
  56. 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.
  57. 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.
  58. 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.
  59. 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.
  60. 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.
  61. Galati, Davide & Sitzia, Bruno, 2000. "Sovereign bond ratings and market spreads. a dynamic panel analysis," MPRA Paper 8984, University Library of Munich, Germany.
  62. Rosemarie Bröker Bone, 2005. "A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 037, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  63. 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.
  64. Ashok Vir Bhatia, 2002. "Sovereign Credit Ratings Methodology; An Evaluation," IMF Working Papers 02/170, International Monetary Fund.
  65. Makram El-Shagi & Gregor von Schweinitz, 2015. "The Joint Dynamics of Sovereign Ratings and Government Bond Yields," IWH Discussion Papers 4, Halle Institute for Economic Research.
  66. 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.
  67. Nunnenkamp, Peter, 2007. "Internationale Finanzpolitik," Open Access Publications from Kiel Institute for the World Economy 4321, Kiel Institute for the World Economy (IfW).
  68. Johannes Fedderke, 2013. "Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rating Agencies," Working Papers 376, Economic Research Southern Africa.
  69. Böninghausen, Benjamin & Zabel, Michael, 2013. "Credit Ratings and Cross-Border Bond Market Spillovers," Discussion Papers in Economics 21075, University of Munich, Department of Economics.
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