Sovereign credit ratings and financial markets linkages: Application to European data

Journal of International Money and Finance

Volumn 31, Issue 3, 2012, Pages 606-638

  Afonso, António ^a,b,c   Furceri, Davide ^d,e   Gomes, Pedro ^f  

^a UNIVERSITY OF LISBON   (Portugal)

^b UECE Research Unit on Complexity and Economics   (Portugal)

^c EUROPEAN CENTRAL BANK   (Germany)

^d INTERNATIONAL MONETARY FUND   (United States)

^e UNIVERSITY OF PALERMO   (Italy)

^f UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Credit ratings; Rating agencies; Sovereign yields

Indexed keywords

EID: 84857456967     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2012.01.016     Document Type: Article

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