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The role of rating agencies in the Eurozone sovereign debt crisis

version abrégée 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.
   
mot-clé rating agencies, sovereign debt, crisis, multiple equilibria, self-fulfilling prophecy, interest rates, spreads, budget deficit
   
partenaire
type Projet de recherche appliquée
état courant
Départ du projet 2010
Fin du projet 2014
informations additionelles
sujets rating agencies, models of sovereign debt crises
méthodes theoretical analysis, statistical and narrative empirics
Contact Manfred Gärtner