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~institution:"Scottish Institute for Research in Economics (SIRE)"
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credit ratings
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government debt
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panel analysis
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sovereign yields
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probit
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state dependence
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Afonso, António
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Arghyrou, Michael G.
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Kontonikas, Alexandros
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Tsoukas, Serafeim
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Scottish Institute for Research in Economics (SIRE)
International Monetary Fund (IMF)
64
International Monetary Fund
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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C.E.P.R. Discussion Papers
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ISEG - School of Economics and Management, Department of Economics, University of Lisbon
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de Nederlandsche Bank
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East Asian Bureau of Economic Research (EABER)
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EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
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The determinants of sovereign bond yield spreads in the EMU
Kontonikas, Alexandros
;
Arghyrou, Michael G.
;
Afonso, …
-
Scottish Institute for Research in Economics (SIRE)
-
2012
’ transmission among EMU member states, international risk and liquidity risk. Finally, we find that sovereign credit
ratings
are …
Persistent link: https://www.econbiz.de/10011075661
Saved in:
2
The determinants of sovereign bond yield spreads in the EMU
Afonso, António
;
Arghyrou, Michael G.
;
Kontonikas, …
-
Scottish Institute for Research in Economics (SIRE)
-
2012
’ transmission among EMU member states, international risk and liquidity risk. Finally, we find that sovereign credit
ratings
are …
Persistent link: https://www.econbiz.de/10011075678
Saved in:
3
Forecasting US bond default
ratings
allowing for previous and initial state dependence in an ordered probit model
Mizen, Paul
;
Tsoukas, Serafeim
-
Scottish Institute for Research in Economics (SIRE)
-
2011
In this paper we investigate the ability of a number of different ordered probit models to predict
ratings
based on …
Persistent link: https://www.econbiz.de/10010565750
Saved in:
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