Sovereign credit ratings and their impact on recent financial crises
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- Roman Kraeussl, 2003. "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," Working Papers 0313, University of Crete, Department of Economics.
- Roman Kraeussl, 2003. "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," International Finance 0311013, University Library of Munich, Germany.
References listed on IDEAS
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Citations
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Cited by:
- 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.
- Roman Kraeussl, "undated". "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises," Working Papers 0304, University of Crete, Department of Economics.
- Kraeussl, Roman, 2003. "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?," CFS Working Paper Series 2003/18, Center for Financial Studies (CFS).
- Galina Hale, 2005.
"Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll–over,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp062, IIIS.
- 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.
- Patrycja Chodnicka-Jaworska, "undated". "Banks Credit Rating Changes And Their Stock Prices €“ The Impact Of Political Divisions And Economy Development," Review of Socio - Economic Perspectives 201603, Reviewsep.
- Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009.
"Credit cycles and macro fundamentals,"
Journal of Empirical Finance, Elsevier, vol. 16(1), pages 42-54, January.
- Koopman, Siem Jan & Kräussl, Roman & Lucas, André, 2006. "Credit cycles and macro fundamentals," CFS Working Paper Series 2006/33, Center for Financial Studies (CFS).
- Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute.
- Hammer, P.L. & Kogan, A. & Lejeune, M.A., 2006. "Modeling country risk ratings using partial orders," European Journal of Operational Research, Elsevier, vol. 175(2), pages 836-859, December.
- Sánchez, Elmer, 2013. "Grado de inversión y flujos de inversión directa extranjera a economías emergentes," Working Papers 2013-010, Banco Central de Reserva del Perú.
- Patrycja Chodnicka-Jaworska, 2018. "Banks’ Credit Rating Changes and Their Stock Prices – the Impact of Political Divisions and Economy Development," Faculty of Management Working Paper Series 22018, University of Warsaw, Faculty of Management.
- 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.
- Sánchez, Elmer, 2013. "Grado de inversión y flujos de inversión directa extranjera a economías emergentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 61-79.
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More about this item
Keywords
Risk Management; Value at Risk; Density Forecasting; Predictive Likelihood;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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