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Fiscal uncertainty and sovereign credit risk
16 references·0 citing·44 second hopsampled
Fiscal uncertainty and sovereign credit risk (2022)Fiscal uncertainty and sovereign credit r…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Measuring Uncertainty (2015)Measuring UncertaintyFiscal Volatility Shocks and Economic Activity (2015)Fiscal Volatility Shocks and …Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyPolitical uncertainty and risk premia (2013)Political uncertainty and ris…Output Spillovers from Fiscal Policy (2013)Output Spillovers from Fiscal…Predicting the Present with Google Trends (2012)Predicting the Present with G…In Search of Attention (2011)In Search of AttentionForecasting private consumption: survey-based indicators vs. Google trends (2011)Forecasting private consumpti…Google Econometrics and Unemployment Forecasting (2009)Google Econometrics and Unemp…The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The relationship between cred…Implications of rational inattention (2003)Implications of rational inat…Analyzing rating transitions and rating drift with continuous observations (2002)Analyzing rating transitions …The Procyclical Role of Rating Agencies: Evidence from the East Asian Crisis (1999)The Procyclical Role of Ratin…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…Some International Evidence on Output-Inflation Tradeoffs. (1973)Golden Eggs and Hyperbolic Discounting (1997)Learning and Expectations in Macroeconomics (2001)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Were There Regime Switches in U.S. Monetary Policy? (2006)Trends and random walks in macroeconmic time series (1982)Twitter mood predicts the stock market (2011)Big Data: New Tricks for Econometrics (2014)The effect of bond rating changes on common stock prices (1986)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps (2006)Forecasting Default with the Merton Distance to Default Model (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Carbon Tail Risk (2018)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Firm-Level Political Risk: Measurement and Effects* (2019)Risk, Uncertainty and Profit (1921)Investment Under Uncertainty. (1994)Really Uncertain Business Cycles (2014)Policy Uncertainty and Corporate Investment (2015)Protection For Sale (1992)Corruption (1993)Distributive Politics and Economic Growth (1994)Investment under Uncertainty (1994)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)
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References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 2003Implications of rational inattention3,869 cited
  • 2011In Search of Attention3,124 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2012Predicting the Present with Google Trends2,594 cited
  • 2013Political uncertainty and risk premia2,471 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,082 cited
  • 2015Fiscal Volatility Shocks and Economic Activity946 cited
  • 2011Forecasting private consumption: survey-based indicators vs. Google trends594 cited
  • 1999The Procyclical Role of Rating Agencies: Evidence from the East Asian Crisis479 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings471 cited
  • 2002Analyzing rating transitions and rating drift with continuous observations439 cited
  • 2009Google Econometrics and Unemployment Forecasting439 cited
  • 2013Output Spillovers from Fiscal Policy

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