Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone


Boumparis, Periklis, Milas, Costas ORCID: 0000-0002-9789-384X and Panagiotidis, Theodore (2015) Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone. Economics Letters, 136 (C). pp. 118-124.

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Abstract

We examine the determinants of credit ratings for the Eurozone countries over the period 2002-2013 within a panel framework that allows for cross-sectional dependence. We find that government debt and the cumulative current account exert a stronger impact on ratings post-2008 compared to the period before.

Item Type: Article
Additional Information: Source info: Economics Letters, 136, 118-124
Uncontrolled Keywords: Credit ratings, Sovereign debt, Panel data
Depositing User: Symplectic Admin
Date Deposited: 18 Jan 2016 10:31
Last Modified: 15 Mar 2024 20:45
DOI: 10.1016/j.econlet.2015.09.011
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/2047019

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  • Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone. (deposited 18 Jan 2016 10:31) [Currently Displayed]
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