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On the Self-Fulfilling Prophecy of Changes in Sovereign Ratings. (2014). .
In: Working Papers.
RePEc:ipg:wpaper:2014-051.

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Cited: 2

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Cites: 23

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Cocites: 50

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  1. Increase in home bias in the Eurozone debt crisis: The role of domestic shocks. (2016). Cornand, Camille ; Gimet, Celine ; Gandre, Pauline.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:53:y:2016:i:c:p:445-469.

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  2. Do rating grades convey important information: German evidence?. (2016). Kenjegaliev, Amangeldi ; Duygun, Meryem ; Mamedshakhova, Djamila .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:53:y:2016:i:c:p:334-344.

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References

References cited by this document

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    Paper not yet in RePEc: Add citation now
  10. European Commission, The joint harmonised EU programme of business and consumer surveys: User Guide, European Commission Directorate -General for Economics and Financial Affairs, 2007.
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  11. Ferreira, M.A. and P.M. Gama, “Does sovereign debt ratings news spill over to international stock markets?,” Journal of Banking & Finance, 2007, 31 (10), 3162–3182.

  12. Fitch, “Fitch Sovereign Ratings Rating Methodology,” 2010.
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  23. Standard and Poor, “Sovereign Government Rating Methodology And Assumptions,” 2013.
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Cocites

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  5. Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo.
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