Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone
Periklis Boumparis (me138@uom.edu.gr),
Costas Milas and
Theodore Panagiotidis
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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
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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)
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Persistent link: https://EconPapers.repec.org/RePEc:rim:rimwps:15-30
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