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The power of opinion : more evidence of a GIPS-markup in sovereign ratings during the euro crisis

Nauhaus, Steffen - 2015

This paper examines whether the Big Three credit rating agencies actually played as active a role in the Euro Crisis as …

Persistent link: https://www.econbiz.de/10011317827

An event study of COVID-19 central bank quantitative easing in advanced and emerging economies

Hartley, Jonathan; Rebucci, Alessandro - 2020

Persistent link: https://www.econbiz.de/10012228897

Credit rating agency announcements and the eurozone sovereign debt crisis

Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2013

This paper studies the impact of credit rating agency (CRA) announcements on the value of the Euro and the yields of …-2012. The employed GARCH models show that CRA downgrade announcements negatively affected the value of the Euro currency and …

Persistent link: https://www.econbiz.de/10010206145

The euro crisis in the mirror of the EMS

Corsetti, Giancarlo; Eichengreen, Barry; Hale, Galina; … - 2019

Persistent link: https://www.econbiz.de/10012122524

The global crisis and equity market contagion

Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2014

We analyze the transmission of the financial crisis of 2007 to 2009 to 415 country-industry equity portfolios. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and residual correlations as indicative of contagion. While we find evidence of...

Persistent link: https://www.econbiz.de/10010229208