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THE DETERMINANTS OF SOVEREIGN CREDIT RATINGS: A NEW EMPIRICAL APPROACH
16 references·1 citing·39 second hopsampled
THE DETERMINANTS OF SOVEREIGN CREDIT RATINGS: A NEW EMPIRICAL APPROACH (2005)THE DETERMINANTS OF SOVEREIGN CREDIT RATI…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…Determinants and Impact of Sovereign Credit Ratings (2007)Determinants and Impact of So…Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies (2003)Understanding the determinant…The national market impact of sovereign rating changes (2003)The national market impact of…The estimation of transition matrices for sovereign credit ratings (2002)The estimation of transition …Sovereign Credit Ratings Methodology (2002)Sovereign Credit Ratings Meth…Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? (2002)Emerging Market Instability: …Dynamic panel data models: a guide to microdata methods and practice (2002)Dynamic panel data models: a …GMM Estimation of Empirical Growth Models (2001)GMM Estimation of Empirical G…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Emerging Market Risk and Sovereign Credit Ratings (1997)Emerging Market Risk and Sove…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…The Determinants of Country Risk Ratings (1991)The Determinants of Country R…Politics and Perceived Country Creditworthiness in International Banking (1990)Politics and Perceived Countr…Country risk and political instability (1987)Country risk and political in…Do institutions mitigate the uncertainty effect on sovereign credit ratings? (2022)Do institutions mitigate the …Panel Data and Unobservable Individual Effects (1981)Econometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Formulation and estimation of dynamic models using panel data (1982)Estimating Vector Autoregressions with Panel Data (1988)Valuation effects of security offerings and the issuance process (1986)Sovereign Debt: Is To Forgive To Forget? (1988)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)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)Biases in Dynamic Models with Fixed Effects (1981)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)Increasing Returns and Long-Run Growth (1986)On the mechanics of economic development (1988)GMM estimation with persistent panel data: an application to production functions (1999)Do economic, financial and institutional developments matter for environmental degradation? Evidence from transitional economies (2009)How Does Political Instability Affect Economic Growth? (2011)Using daily stock returns (1985)Event-study methodology under conditions of event-induced variance (1991)Currency crashes in emerging markets: An empirical treatment (1996)Does sovereign debt ratings news spill over to international stock markets? (2007)Sovereign credit ratings, capital flows and financial sector development in emerging markets (2007)The Real Effects of Credit Ratings: The Sovereign Ceiling Channel (2016)Foundations of International Macroeconomics (1997)Fiscal policy and growth: evidence from OECD countries (1999)Short- and long-run determinants of sovereign debt credit ratings (2010)Sovereign credit ratings and financial markets linkages: Application to European data (2012)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)International Momentum Strategies (1998)News spillovers in the sovereign debt market (2005)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
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References

  • 1998Initial conditions and moment restrictions in dynamic panel data models23,556 cited
  • 1995Another look at the instrumental variable estimation of error-components models20,311 cited
  • 2021Econometric Analysis of Panel Data15,652 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 2002Dynamic panel data models: a guide to microdata methods and practice1,554 cited
  • 2001GMM Estimation of Empirical Growth Models835 cited
  • 2007Determinants and Impact of Sovereign Credit Ratings517 cited
  • 2002Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?399 cited
  • 2003Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies343 cited
  • 2003The national market impact of sovereign rating changes310 cited
  • 1991The Determinants of Country Risk Ratings254 cited
  • 1997Emerging Market Risk and Sovereign Credit Ratings204 cited
  • 2002The estimation of transition matrices for sovereign credit ratings170 cited
  • 2002Sovereign Credit Ratings Methodology147 cited
  • 1990Politics and Perceived Country Creditworthiness in International Banking

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145 cited
  • 1987Country risk and political instability144 cited
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    • 2022Do institutions mitigate the uncertainty effect on sovereign credit ratings?16 cited