Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll–over
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- 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.
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Citations
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Cited by:
- Dion Bongaerts & K. J. Martijn Cremers & William N. Goetzmann, 2012.
"Tiebreaker: Certification and Multiple Credit Ratings,"
Journal of Finance, American Finance Association, vol. 67(1), pages 113-152, February.
- Dion Bongaerts & K.J. Martijn Cremers & William N. Goetzmann, 2009. "Tiebreaker: Certification and Multiple Credit Ratings," NBER Working Papers 15331, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," EcoMod2014 6939, EcoMod.
- Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen, 2014. "Credit rating agency downgrades and the Eurozone sovereign debt crises," NBP Working Papers 177, Narodowy Bank Polski.
- Zwart, Sanne, 2007. "The mixed blessing of IMF intervention: Signalling versus liquidity support," Journal of Financial Stability, Elsevier, vol. 3(2), pages 149-174, July.
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"Rating Agencies, Self-Fulfilling Prophecy and Multiple Equilibria? An Empirical Model of the European Sovereign Debt Crisis 2009-2011,"
Business and Economic Research, Macrothink Institute, vol. 7(1), pages 199-226, June.
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- repec:ebl:ecbull:v:4:y:2007:i:37:p:1-7 is not listed on IDEAS
- Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013.
"Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis,"
Discussion Papers of DIW Berlin
1333, DIW Berlin, German Institute for Economic Research.
- Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas, 2013. "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises," Ratio Working Papers 224, The Ratio Institute.
- Dion Bongaerts & Martijn Cremers & William Goetzmann, 2008. "Tiebreaker: Certification and Multiple Credit Ratings," Yale School of Management Working Papers amz2394, Yale School of Management, revised 01 Sep 2009.
- Dion Bongaerts & K. J. Martijn Cremers & William N. Goetzmann, 2012.
"Tiebreaker: Certification and Multiple Credit Ratings,"
Journal of Finance, American Finance Association, vol. 67(1), pages 113-152, February.
- Dion Bongaerts & Martijn Cremers & William Goetzmann, 2008. "Tiebreaker: Certification and Multiple Credit Ratings," Yale School of Management Working Papers amz2394, Yale School of Management, revised 01 Sep 2009.
- Dion Bongaerts & K.J. Martijn Cremers & William N. Goetzmann, 2009. "Tiebreaker: Certification and Multiple Credit Ratings," NBER Working Papers 15331, National Bureau of Economic Research, Inc.
- Patrycja Chodnicka -Jaworska, 2019. "Impact of credit rating agencies on European Banking stock prices: Is the recognition of credit rating agency important?," Faculty of Management Working Paper Series 42019, University of Warsaw, Faculty of Management.
- Marco Di Maggio, 2007. "Information sharing in emerging credit markets," Economics Bulletin, AccessEcon, vol. 4(37), pages 1-7.
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More about this item
Keywords
credit rating; rating agency; sovereign debt; global game;All these keywords.
JEL classification:
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2006-01-24 (Finance)
- NEP-FMK-2006-01-24 (Financial Markets)
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