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Sovereign credit ratings
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Cited by:
- Amobi, Marilyn Chikaodili, 2007. "Deregulating the electricity industry in Nigeria: Lessons from the British reform," Socio-Economic Planning Sciences, Elsevier, vol. 41(4), pages 291-304, December.
- Eslava Luis, 2009. "Decentralization of Development and Nation-Building Today: Reconstructing Colombia from the Margins of Bogotá," The Law and Development Review, De Gruyter, vol. 2(1), pages 283-366, December.
- Edda Zoli, 2005. "How does fiscal policy affect monetary policy in emerging market countries?," BIS Working Papers 174, Bank for International Settlements.
- Barry Eichengreen & Ashoka Mody, 2003.
"Is Aggregation a Problem for Sovereign Debt Restructuring?,"
American Economic Review, American Economic Association, vol. 93(2), pages 80-84, May.
- Eichengreen, Barry & Mody, Ashoka, 2003. "Is Aggregation a Problem for Sovereign Debt Restructuring?," CEPR Discussion Papers 3771, C.E.P.R. Discussion Papers.
- Fatih Ozatay, 2008.
"Expansionary Fiscal Consolidations: New Evidence from Turkey,"
Working Papers
0805, TOBB University of Economics and Technology, Department of Economics.
- Fatih Özatay, 2008. "Expansionary Fiscal Consolidations: New Evidence from Turkey," Working Papers 406, Economic Research Forum, revised 06 Jan 2008.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2017.
"The Analytics of the Greek Crisis,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 1-81.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016. "The Analytics of the Greek Crisis," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 1-81, National Bureau of Economic Research, Inc.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016. "The Analytics of the Greek Crisis," NBER Working Papers 22370, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2017. "The analytics of the Greek crisis," LSE Research Online Documents on Economics 82433, London School of Economics and Political Science, LSE Library.
- Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016. "The Analytics of the Greek Crisis," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 100, Hellenic Observatory, LSE.
- Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2017. "The Analytics of the Greek Crisis," Department of Economics, Working Paper Series qt2cg7m1gf, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Vayanos, Dimitri & Gourinchas, Pierre-Olivier & Philippon, Thomas, 2016. "The Analytics of the Greek Crisis," CEPR Discussion Papers 11334, C.E.P.R. Discussion Papers.
- Gabriel Cuadra & Juan Sanchez & Horacio Sapriza, 2010.
"Fiscal Policy and Default Risk in Emerging Markets,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 452-469, April.
- Cuadra Gabriel & Sapriza Horacio, 2007. "Fiscal Policy and Default Risk in Emerging Markets," Working Papers 2007-03, Banco de México.
- Gabriel Cuadra & Juan M. Sanchez & Horacio Sapriza, 2009. "Fiscal policy and default risk in emerging markets," Working Paper 09-01, Federal Reserve Bank of Richmond.
- Juan M. Sanchez & Horacio Sapriza & Gabriel Cuadra, 2009. "Fiscal Policy and Default Risk in Emerging Markets," 2009 Meeting Papers 701, Society for Economic Dynamics.
- Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2020.
"Fiscal risk and financial fragility,"
Emerging Markets Review, Elsevier, vol. 45(C).
- Thiago Christiano Silva & Solange Maria Guerra & Benjamin Miranda Tabak, 2019. "Fiscal Risk and Financial Fragility," Working Papers Series 495, Central Bank of Brazil, Research Department.
- Rosemarie Bröker Bone, 2005. "A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 037, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Duan, Jin-Chuan & Van Laere, Elisabeth, 2012. "A public good approach to credit ratings – From concept to reality," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3239-3247.
- Lizarazo, Sandra Valentina, 2013.
"Default risk and risk averse international investors,"
Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
- Sandra Lizarazo, 2009. "Default Risk and Risk Averse International Investors," Working Papers 0907, Centro de Investigacion Economica, ITAM.
- Lizarazo, Sandra, 2010. "Default Risk and Risk Averse International Investors," MPRA Paper 20794, University Library of Munich, Germany.
- 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.
- José Wong, 2000. "Are changes in spreads of external-market debt also induced by contagion?," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 35(2), pages 72-80, March.
- Cohen, Daniel & Portes, Richard, 2004.
"Dealing with Destabilizing 'Market Discipline',"
CEPR Discussion Papers
4280, C.E.P.R. Discussion Papers.
- Daniel Cohen & Richard Portes, 2004. "Dealing with Destabilizing 'Market Discipline'," NBER Working Papers 10533, National Bureau of Economic Research, Inc.
- Helmut Krämer-Eis, 1998. "Evaluierung hoheitlicher Länderrisiken," Working Paper Series B 1998-01, Friedrich Schiller University of Jena, School of of Economics and Business Administration.
- Marco Sorge & Blaise Gadanecz, 2004. "The term structure of credit spreads in project finance," BIS Working Papers 159, Bank for International Settlements.
- Pena, Alejandro & Rodríguez, Analía, 2008. "La metodología de rating “through the cycle”: aplicación para la estimación de ratings soberanos," MPRA Paper 10458, University Library of Munich, Germany.
- Bernd Schnatz, 1998. "Sovereign credit ratings, emerging market risk and financial market volatility: A commentary," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 33(2), pages 83-85, March.
- Morales, Jorge & Tuesta, Pedro, 1998. "Calificaciones de crédito y riesgo país," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 3.
- Patrick Van Roy, 2005.
"Credit ratings and the standardised approach to credit risk in Basel II,"
Finance
0509014, University Library of Munich, Germany.
- Van Roy, Patrick, 2005. "Credit ratings and the standardised approach to credit risk in Basel II," Working Paper Series 517, European Central Bank.
- Steven B. Kamin & K von Kleist, 1999. "The evolution and determinants of emerging markets credit spreads in the 1990s," BIS Working Papers 68, Bank for International Settlements.
- Yener Altunbas & Blaise Gadanecz, 2004.
"Developing Country Economic Structure and the Pricing of Syndicated Credits,"
Journal of Development Studies, Taylor & Francis Journals, vol. 40(5), pages 143-173.
- Yener Altunbas & Blaise Gadanecz, 2003. "Developing country economic structure and the pricing of syndicated credits," BIS Working Papers 132, Bank for International Settlements.
- Miguel Kiguel & Gabriel A. Lopetegui, 1997. "Entendiendo el Riesgo País," CEMA Working Papers: Serie Documentos de Trabajo. 125, Universidad del CEMA.
- Ugo Panizza & Federico Sturzenegger & Jeromin Zettelmeyer, 2009. "The Economics and Law of Sovereign Debt and Default," Journal of Economic Literature, American Economic Association, vol. 47(3), pages 651-698, September.
- Paudyn, Bartholomew, 2015. "The struggle to perform the political economy of creditworthiness: European Union governance of credit ratings through risk," LSE Research Online Documents on Economics 59624, London School of Economics and Political Science, LSE Library.
- Cheikh A. Gueye & Amadou N. R. Sy, 2015.
"Beyond Aid: How Much Should African Countries Pay to Borrow?,"
Journal of African Economies, Centre for the Study of African Economies, vol. 24(3), pages 352-366.
- Cheikh A. Gueye & Mr. Amadou N Sy, 2010. "Beyond Aid: How Much Should African Countries Pay to Borrow?," IMF Working Papers 2010/140, International Monetary Fund.
- Mr. John Kiff & Sylwia Nowak & Miss Liliana B Schumacher, 2012. "Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings," IMF Working Papers 2012/023, International Monetary Fund.
- 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.
- Radovan Vadovic, 2009. "Early, Late, and Multiple Bidding in Internet Auctions," Working Papers 0904, Centro de Investigacion Economica, ITAM.
- Kate Kisselev & Frank Packer, 2006. "Minding the gap in Asia: foreign and local currency ratings," BIS Papers chapters, in: Bank for International Settlements (ed.), Asian bond markets: issues and prospects, volume 30, pages 174-199, Bank for International Settlements.
- Bruce N. Lehmann & David M. Modest, 1985. "The Empirical Foundations of the Arbitrage Pricing Theory I: The Empirical Tests," NBER Working Papers 1725, National Bureau of Economic Research, Inc.
- Franz Hamann, 2002.
"Sovereign Risk and Macroeconomic Fluctuations,"
Borradores de Economia
225, Banco de la Republica de Colombia.
- Franz Hamann, 2002. "Sovereign Risk and Macroeconomic Fluctuations," Borradores de Economia 3520, Banco de la Republica.
- Ms. Garima Vasishtha & Mr. Taimur Baig & Mr. Manmohan S. Kumar & Ms. Edda Zoli, 2006. "Fiscal and Monetary Nexus in Emerging Market Economies: How Does Debt Matter?," IMF Working Papers 2006/184, International Monetary Fund.
- Miguel A. Kiguel, 1997. "Gestión de la deuda: algunas reflexiones basadas en Argentina," Research Department Publications 4105, Inter-American Development Bank, Research Department.
- Hervé Alexandre & Antonin de Benoist, 2017. "Petrol Prices and Government Bond Risk Premium," Working Papers hal-01620808, HAL.
- Pierre-Olivier Gourinchas & Maurice Obstfeld, 2012.
"Stories of the Twentieth Century for the Twenty-First,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 226-265, January.
- Obstfeld, Maurice & Gourinchas, Pierre-Olivier, 2011. "Stories of the Twentieth Century for the Twenty-First," CEPR Discussion Papers 8518, C.E.P.R. Discussion Papers.
- Pierre-Olivier Gourinchas & Maurice Obstfeld, 2011. "Stories of the Twentieth Century for the Twenty-First," NBER Working Papers 17252, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Obstfeld, Maurice, 2011. "Stories of the Twentieth Century for the Twenty-First," Department of Economics, Working Paper Series qt6mq0x1jz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Barry Eichengreen & Ashoka Mody, 1998. "What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?," NBER Working Papers 6408, National Bureau of Economic Research, Inc.
- Constantin Mellios & Eric Paget-Blanc, 2006. "Which factors determine sovereign credit ratings?," The European Journal of Finance, Taylor & Francis Journals, vol. 12(4), pages 361-377.
- Nicolas Melissas, 2009. "On Bid Disclosure in OCS Wildcat Auctions," Working Papers 0905, Centro de Investigacion Economica, ITAM.
- Thomas Lagner & Dodozu Knyphausen‐Aufseß, 2012. "Rating Agencies as Gatekeepers to the Capital Market: Practical Implications of 40 Years of Research," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 21(3), pages 157-202, August.
- Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2016. "The analytics of the Greek crisis: celebratory centenary issue," LSE Research Online Documents on Economics 67368, London School of Economics and Political Science, LSE Library.
- Bernardin Akitoby & Thomas Stratmann, 2008.
"Fiscal Policy and Financial Markets,"
Economic Journal, Royal Economic Society, vol. 118(533), pages 1971-1985, November.
- Bernardin Akitoby & Thomas Stratmann, 2008. "Fiscal Policy and Financial Markets," Economic Journal, Royal Economic Society, vol. 118(533), pages 1971-1985, November.
- Mr. Bernardin Akitoby & Mr. Thomas Stratmann, 2006. "Fiscal Policy and Financial Markets," IMF Working Papers 2006/016, International Monetary Fund.
- Crouhy, Michel & Galai, Dan & Mark, Robert, 2001. "Prototype risk rating system," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 47-95, January.
- Johannes W. Fedderke, 2013.
"Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rating Agencies,"
Working Papers
376, Economic Research Southern Africa.
- Johannes Fedderke, 2014. "Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rating Agencies," Working Papers 6285, South African Reserve Bank.
- Paul Vaaler & Barclay James & Ruth Aguilera, 2008.
"Risk and capital structure in Asian project finance,"
Asia Pacific Journal of Management, Springer, vol. 25(1), pages 25-50, January.
- Vaaler, Paul M. & James, Barclay E. & Aguilera, Ruth V., 2006. "Risk and Capital Structure in Asian Project Finance," Working Papers 06-0127, University of Illinois at Urbana-Champaign, College of Business.
- Ioannides, Yannis & Philippon, Presenter Thomas & Gourinchas, Pierre-Olivier & Blanchard, Olivier & Steinsson, Jon & Uhlig, Harald & Alvarez, Fernando & Reis, Ricardo & Klein, Michael, 2017. "The Analytics of the Greek Crisis Discussion," Department of Economics, Working Paper Series qt4z39g6vx, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Sandra Lizarazo & Jose Maria Da-Rocha, 2009. "Money, Credit and Default," Working Papers 0908, Centro de Investigacion Economica, ITAM.
- Bertrand Candelon & Franz Palm, 2010.
"Banking and Debt Crises in Europe: The Dangerous Liaisons?,"
De Economist, Springer, vol. 158(1), pages 81-99, April.
- Bertrand Candelon & Franz Palm, 2010. "Banking and Debt Crisis in Europe: The Dangerous Liaisons?," CESifo Working Paper Series 3001, CESifo.
- Miles Livingston & Andy Naranjo & Lei Zhou, 2007. "Asset Opaqueness and Split Bond Ratings," Financial Management, Financial Management Association International, vol. 36(3), pages 49-62, September.
- Ratha, Dilip & De, Prabal K. & Mohapatra, Sanket, 2011.
"Shadow Sovereign Ratings for Unrated Developing Countries,"
World Development, Elsevier, vol. 39(3), pages 295-307, March.
- Ratha, Dilip & De, Prabal & Mohapatra, Sanket, 2007. "Shadow sovereign ratings for unrated developing countries," Policy Research Working Paper Series 4269, The World Bank.
- John D. Burger & Francis E. Warnock, 2003. "Diversification, original sin, and international bond portfolios," International Finance Discussion Papers 755, Board of Governors of the Federal Reserve System (U.S.).
- Duygun, Meryem & Ozturk, Huseyin & Shaban, Mohamed, 2016. "The role of sovereign credit ratings in fiscal discipline," Emerging Markets Review, Elsevier, vol. 27(C), pages 197-216.
- Flandreau, Marc & Packer, Frank & Gaillard, Norbert, 2009. "Ratings Performance, Regulation and the Great Depression: Lessons from Foreign Government Securities," CEPR Discussion Papers 7328, C.E.P.R. Discussion Papers.
- Jair Ojeda-Joya & José E. Gómez-González, 2012.
"The Term-Structure of Sovereign Default Risk in Colombia and its Determinants,"
Borradores de Economia
709, Banco de la Republica de Colombia.
- Jair Ojeda-Joya & José E. Gómez-González, 2012. "The Term-Structure of Sovereign Default Risk in Colombia and its Determinants," Borradores de Economia 9603, Banco de la Republica.
- Bank for International Settlements, 2006. "Asian bond markets: issues and prospects," BIS Papers, Bank for International Settlements, number 30.
- Mr. Eduardo Borensztein & Mr. Patricio A Valenzuela & Kevin Cowan, 2007. "Sovereign Ceilings “Lite”? The Impact of Sovereign Ratings on Corporate Ratings in Emerging Market Economies," IMF Working Papers 2007/075, International Monetary Fund.
- Merve Kırkıl, 2021. "Sovereign Credit Risk Rating: Examining the Relations between Domestic Economy Data and the Probability of Default," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(1), pages 57-74, January.
- Aktug, R. Erdem & Nayar, Nandkumar (Nandu) & Vasconcellos, Geraldo M., 2013. "Is sovereign risk related to the banking sector?," Global Finance Journal, Elsevier, vol. 24(3), pages 222-249.
- Ferri, Giovanni & Li-Gang Liu & Majnoni, Giovanni, 2000. "How the proposd Basel Guidelines on rating-agency assessments would affect developing countries," Policy Research Working Paper Series 2369, The World Bank.
- Ratha, Dilip & Mohapatra, Sanket & Plaza, Sonia, 2008. "Beyond aid : new sources and innovative mechanisms for financing development in Sub-Saharan Africa," Policy Research Working Paper Series 4609, The World Bank.
- Al-Sakka, Rasha & ap Gwilym, Owain, 2010. "Split sovereign ratings and rating migrations in emerging economies," Emerging Markets Review, Elsevier, vol. 11(2), pages 79-97, June.
- 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.
- Rasha Alsakka & Owain ap Gwilym, 2010. "The Extent and Causes of Sovereign Split Ratings," Working Papers 10008, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Steven Block & Burkhard N. Schrage & Paul M. Vaaler, 2003. "Democratization???s Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries," William Davidson Institute Working Papers Series 546, William Davidson Institute at the University of Michigan.
- Ms. Edda Zoli, 2004. "Credit Rationing in Emerging Economies' Access to Global Capital Markets," IMF Working Papers 2004/070, International Monetary Fund.
- Miguel A. Kiguel, 1997. "Debt Management: Some Reflections Based on Argentina," Research Department Publications 4104, Inter-American Development Bank, Research Department.
- Kiguel, Miguel A., 1998. "Debt Management: Some Reflections Based on Argentina," IDB Publications (Working Papers) 6184, Inter-American Development Bank.
- Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores, 2020. "Information opacity and corporate bond returns: The dynamics of split ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).