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

Boumparis, Periklis and Milas, Costas and Panagiotidis, Theodore (2015) Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone. ["eprint_fieldopt_monograph_type_technicalreport" not defined]. UNSPECIFIED.

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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: Monograph (["eprint_fieldopt_monograph_type_technicalreport" not defined])
Depositing User: Admin Admin
Date Deposited: 13 Oct 2015 17:57
Last Modified: 13 Oct 2015 17:57
URI: http://eprints.lib.uom.gr/id/eprint/547

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