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Credit Ratings and Debt Crises
16 references·1 citing·53 second hop
Credit Ratings and Debt Crises (2012)Credit Ratings and Debt CrisesMacro-Prudential Policy and the Conduct of Monetary Policy (2012)Macro-Prudential Policy and t…How Does Fiscal Consolidation Impact on Income Inequality? (2012)How Does Fiscal Consolidation…Rating Agencies in the Face of Regulation (2011)Rating Agencies in the Face o…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…Global Factors and Emerging Market Spreads* (2008)Global Factors and Emerging M…Determinants and Impact of Sovereign Credit Ratings (2007)Determinants and Impact of So…Are credit ratings procyclical? (2004)Are credit ratings procyclica…Default, Currency Crises, and Sovereign Credit Ratings (2002)Default, Currency Crises, and…The Long‐Run Stock Returns Following Bond Ratings Changes (2001)The Long‐Run Stock Returns Fo…External Vulnerability in Emerging Market Economies: How High Liquidity Can Offset Weak Fundamentals and the Effects of Contagion (2000)External Vulnerability in Eme…The Procyclical Role of Rating Agencies: Evidence from the East Asian Crisis (1999)The Procyclical Role of Ratin…Exchange Rates and Financial Fragility (1999)Exchange Rates and Financial …Boom and Bust and Sovereign Ratings (1999)Boom and Bust and Sovereign R…Emerging Market Risk and Sovereign Credit Ratings (1997)Emerging Market Risk and Sove…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Asset Pricing with Second-Order Esscher Transforms (2012)Asset Pricing with Second-Ord…Domestic Saving and International Capital Flows (1980)Legal Determinants of External Finance (1997)Law and Finance (1998)Fear of Floating (2000)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)Capital Inflows (2010)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of Sovereign Credit Ratings (1996)Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? (2002)The price of democracy: sovereign risk ratings, bond spreads and political business cycles in developing countries (2004)Valuation effects of security offerings and the issuance process (1986)Sovereign Debt: Is To Forgive To Forget? (1988)Emerging markets finance (2003)Country spreads and emerging countries: Who drives whom? (2005)The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)The effect of a rating change announcement on bond price (1977)THE ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES (1978)The effect of bond rating changes on common stock prices (1986)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Default Risk in Equity Returns (2004)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Modeling Term Structures of Defaultable Bonds (1999)Market Liquidity and Funding Liquidity (2008)Risk Matters: The Real Effects of Volatility Shocks (2011)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)Leading Indicators of Currency Crises (1999)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Predicting Sovereign Debt Crises (2003)Banking Crises: An Equal Opportunity Menace (2008)Optimal contracts and competitive markets with costly state verification (1979)Financial Intermediation and Delegated Monitoring (1984)Why new issues are underpriced (1986)The Credit Crisis: Conjectures about Causes and Remedies (2009)The Economics of Structured Finance (2009)Markets: The Credit Rating Agencies (2010)Risk measurement when shares are subject to infrequent trading (1979)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Towards a Macroprudential Framework for Financial Supervision and Regulation? (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Contrarian Investment, Extrapolation, and Risk (1994)Investor Psychology and Asset Pricing (2001)… and the Cross-Section of Expected Returns (2015)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1999Exchange Rates and Financial Fragility1,432 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
  • 2001The Long‐Run Stock Returns Following Bond Ratings Changes607 cited
  • 2007Determinants and Impact of Sovereign Credit Ratings517 cited
  • 1999The Procyclical Role of Rating Agencies: Evidence from the East Asian Crisis479 cited
  • 2004Are credit ratings procyclical?402 cited
  • 2011Rating Agencies in the Face of Regulation386 cited
  • 2002Default, Currency Crises, and Sovereign Credit Ratings360 cited
  • 1999Boom and Bust and Sovereign Ratings290 cited
  • 2008Global Factors and Emerging Market Spreads*271 cited
  • 2012How Does Fiscal Consolidation Impact on Income Inequality?262 cited
  • 1997Emerging Market Risk and Sovereign Credit Ratings204 cited
  • 2000External Vulnerability in Emerging Market Economies: How High Liquidity Can Offset Weak Fundamentals and the Effects of Contagion180 cited

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  • 2012Macro-Prudential Policy and the Conduct of Monetary Policy172 cited
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    • 2012Asset Pricing with Second-Order Esscher Transforms16 cited