The case for a European rating agency: Evidence from the Eurozone sovereign debt crisis

Author:

Altdörfer Marc,De las Salas Vega Carlos A.,Guettler AndreORCID,Löffler Gunter

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference36 articles.

1. Sovereign credit ratings and financial market linkages: application to European data;Afonso;J. Int. Money Finance,2012

2. Leads and lags in sovereign credit ratings;Alsakka;J. Banking Finance,2010

3. Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers;Alsakka;J. Econ. Behav. Organization,2013

4. The sovereign-bank rating channel and rating agencies’ downgrades during the European debt crisis;Alsakka;J. Int. Money Finance,2014

5. Bartels, B., Weder di Mauro, B., 2013. A rating agency for Europe - a good idea? CEPR Discussion Paper Series, no 9512.

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