Do fiscal imbalances deteriorate sovereign debt ratings?
We use sovereign debt rating estimations from Afonso, Gomes and Rother (2009, 2010) for Fitch, Moody’s, and Standard & Poor’s, to assess to what extent the recent fiscal imbalances are being reflected on the sovereign debt notations. We use macro and fiscal data up to 2009, and macro and fiscal...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2011
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| Texto completo: | http://hdl.handle.net/10400.5/2864 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/2864 |