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

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 136
Issue: C
Pages: 118-124

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:136:y:2015:i:c:p:118-124
Journal Field
General
Author Count
3
Added to Database
2026-01-26