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

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

Discussion Paper Series from Department of Economics, University of Macedonia

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. .

Keywords: credit ratings; sovereign debt; panel data. (search for similar items in EconPapers)
JEL-codes: C5 C13 F3 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-eec
Date: 2015-09, Revised 2015-09
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Journal Article: Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone (2015) Downloads
Working Paper: Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone (2015) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:mcd:mcddps:2015_04

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