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

Journal of International Money and Finance - Tập 31 Số 3 - Trang 606-638 - 2012
António Afonso1,2, Davide Furceri3,4, Pedro Gomes5
1European Central Bank, Directorate General Economics, Fiscal Policies Division, Kaiserstraße 29, D-60311 Frankfurt am Main, Germany
2ISEG/UTL – Technical University of Lisbon, Department of Economics, Portugal
3International Monetary Fund, 700 19th Street NW, 20431 Washington DC, USA
4University of Palermo, Viale delle Scienze, 90128, Palermo, Italy
5Universidad Carlos III de Madrid, Department of Economics, c/Madrid 126, 28903 Getafe, Spain

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