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Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation
16 references·0 citing·49 second hop
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References

  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2014A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk820 cited
  • 2008Forecasting economic time series using targeted predictors704 cited
  • 2009A framework for assessing the systemic risk of major financial institutions638 cited
  • 2016Systemic risk and the macroeconomy: An empirical evaluation608 cited
  • 2010Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt530 cited
  • 2010Dodd-Frank Wall Street Reform and Consumer Protection Act445 cited
  • 2012Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?439 cited
  • 2012Sovereign credit ratings and financial markets linkages: Application to European data414 cited
  • 2002Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?399 cited
  • 2005News spillovers in the sovereign debt market392 cited
  • 2016The Pass-Through of Sovereign Risk389 cited
  • 2011Rating Agencies in the Face of Regulation386 cited
  • 2012Sovereign credit ratings and financial markets linkages: Application to European data375 cited
  • 2013Systemic sovereign credit risk: Lessons from the U.S. and Europe

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373 cited
  • 2012Disentangling the Channels of the 2007-2009 Recession352 cited
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