Rating Agencies and Sovereign Debt Rollover
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DOI: 10.2202/1534-5998.1375
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Cited by:
- Grace Weishi Gu & Zachary R. Stangebye, 2023. "Costly Information And Sovereign Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1397-1429, November.
- El-Shagi, Makram & Schweinitz, Gregor von, 2018.
"The joint dynamics of sovereign ratings and government bond yields,"
Journal of Banking & Finance, Elsevier, vol. 97(C), pages 198-218.
- 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).
- von Schweinitz, Gregor & El-Shagi, Makram, 2016. "The Joint Dynamics of Sovereign Ratings and Government Bond Yields," VfS Annual Conference 2016 (Augsburg): Demographic Change 145894, Verein für Socialpolitik / German Economic Association.
- El-Shagi, Makram & von Schweinitz, Gregor, 2016. "The joint dynamics of sovereign ratings and government bond yields," Discussion Papers 13/2016, Deutsche Bundesbank.
- Mathis, Jérôme & McAndrews, James & Rochet, Jean-Charles, 2009. "Rating the raters: Are reputation concerns powerful enough to discipline rating agencies?," Journal of Monetary Economics, Elsevier, vol. 56(5), pages 657-674, July.
- José Jorge, 2016. "Sovereign Ratings and Investor Behavior," CEF.UP Working Papers 1601, Universidade do Porto, Faculdade de Economia do Porto.
- Steinar Holden & Gisle James Natvik & Adrien Vigier, 2012.
"An equilibrium model of credit rating agencies,"
Working Paper
2012/23, Norges Bank.
- Holden, Steinar & Natvig, Gisle James & Vigier, Adrien, 2012. "An Equilibrium Model of Credit Rating Agencies," Memorandum 01/2013, Oslo University, Department of Economics.
- Alfarano, Simone & Camacho, Eva & Morone, Andrea, 2015. "Do investors rely too much on public information to be justified by its accuracy? An experimental study," FinMaP-Working Papers 30, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Giovanni Ferri & Andrea Morone, 2014.
"The effect of rating agencies on herd behaviour,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 9(1), pages 107-127, April.
- Andrea Morone & Giovanni Ferri, 2008. "The Effect of Rating Agencies on Herd Behaviour," SERIES 0022, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Nov 2008.
- Giovanni Ferri & Andrea Morone, 2008. "The Effect of Rating Agencies on Herd Behaviour," EERI Research Paper Series EERI_RP_2008_21, Economics and Econometrics Research Institute (EERI), Brussels.
- Celjo-Hörhager, Sanela & Niessen, Alexandra, 2006. "How do self-fulfilling prophecies affect financial ratings? An experimental study," CFR Working Papers 06-13, University of Cologne, Centre for Financial Research (CFR).
- Simone Alfarano & Andrea Morone & Eva Camacho, 2011. "The role of public and private information in a laboratory financial market," Working Papers. Serie AD 2011-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Mahmoud Elamin, 2012. "Believe only what you see: credit rating agencies, structured finance, and bonds," Working Papers (Old Series) 1222, Federal Reserve Bank of Cleveland.
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Keywords
credit rating; rating agency; sovereign debt; sovereign default; global game;All these keywords.
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