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Sovereign credit ratings in the European Union: A model-based fiscal analysis
16 references·1 citing·46 second hop
Sovereign credit ratings in the European Union: A model-based fiscal analysis (2015)Sovereign credit ratings in the European …Sovereign credit ratings and financial markets linkages: Application to European data (2012)Sovereign credit ratings and …The Laffer curve revisited (2011)The Laffer curve revisitedMarkets: The Credit Rating Agencies (2010)Markets: The Credit Rating Ag…The Credit Ratings Game (2009)The Credit Ratings GameRating the raters: Are reputation concerns powerful enough to discipline rating agencies? (2009)Rating the raters: Are reputa…This Time is Different: A Panoramic View of Eight Centuries of Financial Crises (2008)This Time is Different: A Pan…Phillips Curve Inflation Forecasts (2008)Phillips Curve Inflation Fore…Default Risk and Income Fluctuations in Emerging Economies (2007)Default Risk and Income Fluct…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Self-Fulfilling Debt Crises (2000)Self-Fulfilling Debt CrisesNumerical Methods in Economics (1998)Numerical Methods in EconomicsUninsured Idiosyncratic Risk and Aggregate Saving (1994)Uninsured Idiosyncratic Risk …Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Do sovereign credit rating announcements influence excess bond and equity returns in Africa? (2018)Do sovereign credit rating an…The monetary dynamics of hyperinflation (1956)Is the crisis problem growing more severe? (2001)A Monetary History of the United States, 1867-1960 (2008)Capital Flow Bonanzas: An Encompassing View of the Past and Present (2008)The Economics and Law of Sovereign Debt and Default (2009)A Survey of Systemic Risk Analytics (2012)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Defaultable debt, interest rates and the current account (2005)How Sovereign Is Sovereign Credit Risk? (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)Sovereign Defaults: The Price of Haircuts (2011)Fiscal Fatigue, Fiscal Space and Debt Sustainability in Advanced Economies (2013)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Theory ahead of business-cycle measurement (1986)Precautionary Saving in the Small and in the Large (1989)Income and Wealth Heterogeneity in the Macroeconomy (1998)Interpreting the Evidence on Life Cycle Skill Formation (2005)Emerging Market Business Cycles: The Cycle Is the Trend (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Limited attention, information disclosure, and financial reporting (2003)Overconfidence and Speculative Bubbles (2003)Quality Disclosure and Certification: Theory and Practice (2010)How did increased competition affect credit ratings? (2011)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomic Shocks and Their Propagation (2016)Econometric policy evaluation: A critique (1976)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Strategic Asset Allocation (2002)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1994Uninsured Idiosyncratic Risk and Aggregate Saving2,799 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 1998Numerical Methods in Economics2,587 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
  • 2009The Credit Ratings Game966 cited
  • 2008This Time is Different: A Panoramic View of Eight Centuries of Financial Crises872 cited
  • 2000Self-Fulfilling Debt Crises739 cited
  • 2010Markets: The Credit Rating Agencies606 cited
  • 2009Rating the raters: Are reputation concerns powerful enough to discipline rating agencies?560 cited
  • 2011The Laffer curve revisited531 cited
  • 2012Sovereign credit ratings and financial markets linkages: Application to European data375 cited
  • 2008

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Phillips Curve Inflation Forecasts
326 cited

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  • 2018Do sovereign credit rating announcements influence excess bond and equity returns in Africa?17 cited