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Sovereign credit ratings in the European Union: A model-based fiscal analysis · Study

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ArticleSovereign credit ratings in the European Union: A model-based fiscal analysis

Vito Polito2015

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Articlegreen2015

Sovereign credit ratings in the European Union: A model-based fiscal analysis

Vito Polito · Michael R. Wickens

19 citations·0/0 files stored·European Economic Review

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Credit Risk and Financial Regulations Global Financial Crisis and Policies Fiscal Policies and Political Economy

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References

1973The Pricing of Options and Corporate Liabilities 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2005Time Varying Structural Vector Autoregressions and Monetary Policy 1994Uninsured Idiosyncratic Risk and Aggregate Saving 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis 1998Numerical Methods in Economics 2006Were There Regime Switches in U.S. Monetary Policy?2007Default Risk and Income Fluctuations in Emerging Economies

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2018Do sovereign credit rating announcements influence excess bond and equity returns in Africa?

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Year2015

Typearticle

Published2015-06-26

VenueEuropean Economic Review

ISSN-L0014-2921

Languageen

Citations19

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.euroecorev.2015.05.009

openalex_workW1555251693

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