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Sovereign Credit Rating Determinants of the EU Countries: The Role of the Euro Area Crisis and Its Legacy
16 references·0 citing·47 second hopsampled
Sovereign Credit Rating Determinants of the EU Countries: The Role of the Euro Area Crisis and Its Legacy (2020)Sovereign Credit Rating Determinants of t…Sovereign credit rating determinants: A comparison before and after the European debt crisis (2017)Sovereign credit rating deter…Bank Exposures and Sovereign Stress Transmission (2017)Bank Exposures and Sovereign …Critical Reflections on Bank Bail-ins (2015)Critical Reflections on Bank …Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis (2013)Pure or Wake‐up‐Call Contagio…The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)The pricing of sovereign risk…Sovereign bond yield spreads: A time-varying coefficient approach (2011)Sovereign bond yield spreads:…Short- and long-run determinants of sovereign debt credit ratings (2010)Short- and long-run determina…Testing for Error Correction in Panel Data* (2007)Testing for Error Correction …Determinants and Impact of Sovereign Credit Ratings (2007)Determinants and Impact of So…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Which factors determine sovereign credit ratings? (2006)Which factors determine sover…News spillovers in the sovereign debt market (2005)News spillovers in the sovere…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …An analysis of the determinants of sovereign ratings (2004)An analysis of the determinan…Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies (2003)Understanding the determinant…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…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)On the Pooling of Time Series and Cross Section Data (1978)Econometric Analysis of Cross Section and Panel Data (2001)Sovereign credit ratings and financial markets linkages: Application to European data (2012)Fiscal Policy under Low Interest Rates (2023)Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness (2023)Biases in Dynamic Models with Fixed Effects (1981)Spatial Processes, Models and Applications (1983)Spatial Econometrics: Methods and Models (1988)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Non-renewable and renewable energy consumption and CO2 emissions in OECD countries: A comparative analysis (2013)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Renewable, non-renewable energy consumption, economic growth, trade openness and ecological footprint: Evidence from organisation for economic Co-operation and development countries (2019)Legal Determinants of External Finance (1997)Law and Finance (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Sovereign credit ratings and financial markets linkages: Application to European data (2012)The Real Effects of Credit Ratings: The Sovereign Ceiling Channel (2016)Yield spreads on EMU government bonds (2003)Pricing the commonality across alternative measures of liquidity (2007)Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market (2008)What precious metals act as safe havens, and when? Some US evidence (2014)The Political Economy of the Euro Crisis (2016)Oil price shocks, global financial markets and their connectedness (2020)Foundations of International Macroeconomics (1997)Fiscal policy and growth: evidence from OECD countries (1999)Sovereign Bonds and the “Democratic Advantage”: Does Regime Type Affect Credit Rating Agency Ratings in the Developing World? (2007)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Market Integration and Contagion (2005)Growth in a Time of Debt (2010)The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2012)Credit Default Swaps: A Survey (2014)Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures (2015)Testing for a Unit Root in Time Series Regression (1988)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)Introductory Econometrics for Finance (2008)Capital flow waves: Surges, stops, flight, and retrenchment (2012)
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References

  • 2007A simple panel unit root test in the presence of cross‐section dependence13,768 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,914 cited
  • 2007Testing for Error Correction in Panel Data*6,337 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings659 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis567 cited
  • 2007Determinants and Impact of Sovereign Credit Ratings517 cited
  • 2005News spillovers in the sovereign debt market392 cited
  • 2003Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies343 cited
  • 2010Short- and long-run determinants of sovereign debt credit ratings330 cited
  • 2011Sovereign bond yield spreads: A time-varying coefficient approach279 cited
  • 2017Bank Exposures and Sovereign Stress Transmission228 cited
  • 2004An analysis of the determinants of sovereign ratings188 cited
  • 2015Critical Reflections on Bank Bail-ins158 cited
  • 2006Which factors determine sovereign credit ratings?155 cited
  • 2013Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis115 cited

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  • 2017Sovereign credit rating determinants: A comparison before and after the European debt crisis98 cited
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