Credit ratings and the pricing of sovereign debt during the euro crisis

Keyphrases

• Euro Crisis 100%
• Credit Rating Changes 100%
• Credit Rating 100%
• Sovereign Debt 100%
• European Countries 60%
• European Union 60%
• Crisis Period 60%
• GIIPS 60%
• Pre-crisis 40%
• Country Groupings 40%
• Greece 20%
• Italy 20%
• Model Estimates 20%
• Highly Sensitive 20%
• Non-Europeans 20%
• Spain 20%
• Portugal 20%
• Non-linear Pattern 20%
• Euro 20%
• Contagion 20%
• Financial Factors 20%
• Functional Form 20%
• Dynamic Structure 20%
• Ireland 20%
• Credit Default Swaps 20%
• Euro Area 20%
• Macro Factors 20%
• Sovereign Spreads 20%
• Dynamic Panel Model 20%
• Country Credit Rating 20%
• Time-varying Effects 20%
• Panel Model 20%
• Credit Rating Agencies 20%
• Credit Default Swap Spreads 20%
• Grouping Structure 20%
• Rating Downgrades 20%

Economics, Econometrics and Finance

• Pricing 100%
• Credit Rating 100%
• Public Debt 100%
• Credit Derivative 22%
• Rating Agency 11%