University of St.Gallen
research platform alexandria
Projekte durchsuchen
Projekte filtern
nach Person
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
 
nach Jahr
nach Projekttyp

The role of rating agencies in the Eurozone sovereign debt crisis

Kurzfassung The project attempts to provide an empirical understanding of the role of rating agencies in sovereign debt crises in general, and in the Eurozone's sovereign debt crisis in particular. It looks both at what determines sovereign bond ratings, and at the effects of rating changes. From a macroeconomic perspective we try to find out whether Europe faced a scenario of multiple equilibria and self-fulfilling prophecy, and how rating agencies affected the dynamics within such a system.
   
Schlagwörter (Tags) rating agencies, sovereign debt, crisis, multiple equilibria, self-fulfilling prophecy, interest rates, spreads, budget deficit
   
Partner
Typ angewandtes Forschungsprojekt
Status laufend
Projektstart 2010
Projektende 2014
Weitere Informationen
Themen rating agencies, models of sovereign debt crises
Methoden theoretical analysis, statistical and narrative empirics
Kontakt Manfred Gärtner