On the self-fulfilling prophecy of changes in sovereign ratings
Year of publication: |
2014
|
---|---|
Authors: | Schumacher, Ingmar |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 351-356
|
Subject: | Sovereign ratings | Panel VAR | Self-fulfilling prophecy | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Ratingagentur | Rating agency | VAR-Modell | VAR model | Ankündigungseffekt | Announcement effect |
-
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis
Baum, Christopher F., (2013)
-
On the effect of credit rating announcements on sovereign bonds : international evidence
Kenourgios, Dimitrios, (2020)
-
Credit rating agency announcements and the eurozone sovereign debt crises
Baum, Christopher F., (2013)
- More ...
-
The Aggregation Dilemma in Climate Change Policy Evaluation
Schumacher, Ingmar, (2015)
-
Uncertainty and Insurance in Endogenous Climate Change
Müller-Fürstenberger, Georg, (2009)
-
Giordana, Gastón Andrés, (2017)
- More ...