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Potential spillovers from the banking sector to sovereign credit ratings
16 references·2 citing·53 second hop
Potential spillovers from the banking sector to sovereign credit ratings (2020)Potential spillovers from the banking sec…Financial stability in Europe: Banking and sovereign risk (2018)Financial stability in Europe…Subjectivity in Sovereign Credit Ratings (2017)Subjectivity in Sovereign Cre…Sovereign credit rating determinants: A comparison before and after the European debt crisis (2017)Sovereign credit rating deter…Database of Sovereign Defaults, 2017 (2017)Database of Sovereign Default…Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample (2016)Modelling sovereign credit ra…Machine Learning Methods for Demand Estimation (2015)Machine Learning Methods for …Understanding the sovereign credit ratings of emerging markets (2014)Understanding the sovereign c…Have Rating Agencies Become More Conservative? 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References

  • 2013Systemic Banking Crises Database1,166 cited
  • 2010Short- and long-run determinants of sovereign debt credit ratings330 cited
  • 2014Have Rating Agencies Become More Conservative? Implications for Capital Structure and Debt Pricing326 cited
  • 2013Bank/sovereign risk spillovers in the European debt crisis289 cited
  • 2011The impact of sovereign credit risk on bank funding conditions227 cited
  • 2010The Janus-headed salvation: Sovereign and bank credit risk premia during 2008–2009225 cited
  • 2015Machine Learning Methods for Demand Estimation220 cited
  • 2013Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis115 cited
  • 2017Sovereign credit rating determinants: A comparison before and after the European debt crisis98 cited
  • 2009The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-0995 cited
  • 2008Ordered response models for sovereign debt ratings†88 cited
  • 2014Understanding the sovereign credit ratings of emerging markets81 cited
  • 2017Subjectivity in Sovereign Credit Ratings73 cited
  • 2016Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample67 cited
  • 2018Financial stability in Europe: Banking and sovereign risk

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63 cited
  • 2017Database of Sovereign Defaults, 201751 cited
  • Cited by

    • 2022Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation16 cited
    • 2020Classifying a Lending Portfolio of Loans with Dynamic Updates via a Machine Learning Technique11 cited