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http://dspace.lib.uom.gr/handle/2159/24793| Author: | Κατσαβούνης, Ιωάννης |
| Title: | Credit rating agencies and eurozone crisis |
| Date Issued: | 2020 |
| Department: | Πρόγραμμα Μεταπτυχιακών Σπουδών Εφαρμοσμένα Οικονομικά |
| Supervisor: | Παναγιωτίδης, Θεόδωρος |
| Abstract: | Using a panel framework that allows for cross-sectional dependence, we examine the determinants of credit ratings for the Eurozone countries over the period 2002– 2019. We find that government debt and the cumulative current account exert a stronger impact, in contrast to external balance, on ratings post-2008 compared to the period before. |
| Keywords: | Credit rating agencies Eurozone crisis Panel data Cross-sectional dependence Pooled OLS Dummy Rating scales Rating indicators |
| Information: | Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2020. |
| Rights: | CC0 1.0 Παγκόσμια |
| Appears in Collections: | ΠΜΣ Εφαρμοσμένα Οικονομικά (Μ) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| KatsavounisIoannisMsc2020.pdf | 912.97 kB | Adobe PDF | View/Open | |
| KatsavounisIoannisMsc2020present.pdf | 954.46 kB | Adobe PDF | View/Open |
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