Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone

Periklis Boumparis (), Costas Milas and Theodore Panagiotidis
Additional contact information
Periklis Boumparis: Department of Economics, University of Macedonia, Greece

Working Paper series from Rimini Centre for Economic Analysis

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.

Date: 2015-09
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (17)

Downloads: (external link)
http://www.rcea.org/RePEc/pdf/wp15-30.pdf (application/pdf)

Related works:
Journal Article: Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone (2015)
Working Paper: Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rim:rimwps:15-30

Access Statistics for this paper

More papers in Working Paper series from Rimini Centre for Economic Analysis Contact information at EDIRC.
Bibliographic data for series maintained by Marco Savioli ().