Add to ORKGWe empirically investigate the dynamic interactions between sovereign ratings and the macroeconomic environment. We use a Panel VAR on annual data for European countries from 1986-2010. Our results provide evidence for a significant two-way interaction between the macroeconomic environment and changes in sovereigns' ratings. Thus, rating changes are able to exacerbate a country's boom-bust cycle
In this article, we present the first systematic analysis of the sovereign credit ratings of the two...
This paper compares the importance of different sovereign credit rating determinants over time, usin...
This paper discusses the role of credit rating agencies during the recent …nancial crises. In partic...
We empirically investigate the dynamic interactions between sovereign ratings and the macroeconomic ...
This paper investigates the link between sovereign ratings and macroeconomic fundamentals for a grou...
The aim of this paper is to investigate the significance of a set of macroeconomic variables in the ...
Sovereign credit rating closely measures a country’s international creditworthiness.Previous studies...
Sovereign rating is a key element of how investors perceive the relative risk of investing in Treasu...
The study aims to quantitatively assess the extent to which sovereign ratings could be explained by ...
The aim of this paper is to investigate the significance of a set of macroeconomic variables in the...
In this paper, we employ sovereign ratings data for 129 countries, spanning the period 1990 to 2006,...
This paper investigates the non-linear effects produced by the main determinants of the sovereign ra...
This research aims to find the direction of causality between rating revisions and economic growth ...
During the euro-area financial crisis, interactions among sovereign spreads, sovereign credit rating...
This paper examines the impacts of Eurozone sovereign credit rating announcements by three leading r...
In this article, we present the first systematic analysis of the sovereign credit ratings of the two...
This paper compares the importance of different sovereign credit rating determinants over time, usin...
This paper discusses the role of credit rating agencies during the recent …nancial crises. In partic...
We empirically investigate the dynamic interactions between sovereign ratings and the macroeconomic ...
This paper investigates the link between sovereign ratings and macroeconomic fundamentals for a grou...
The aim of this paper is to investigate the significance of a set of macroeconomic variables in the ...
Sovereign credit rating closely measures a country’s international creditworthiness.Previous studies...
Sovereign rating is a key element of how investors perceive the relative risk of investing in Treasu...
The study aims to quantitatively assess the extent to which sovereign ratings could be explained by ...
The aim of this paper is to investigate the significance of a set of macroeconomic variables in the...
In this paper, we employ sovereign ratings data for 129 countries, spanning the period 1990 to 2006,...
This paper investigates the non-linear effects produced by the main determinants of the sovereign ra...
This research aims to find the direction of causality between rating revisions and economic growth ...
During the euro-area financial crisis, interactions among sovereign spreads, sovereign credit rating...
This paper examines the impacts of Eurozone sovereign credit rating announcements by three leading r...
In this article, we present the first systematic analysis of the sovereign credit ratings of the two...
This paper compares the importance of different sovereign credit rating determinants over time, usin...
This paper discusses the role of credit rating agencies during the recent …nancial crises. In partic...