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Credit rating downgrades and sudden stops of capital flows in the Eurozone

Abstract:

The current paper investigates the impact of sovereign ratings on sudden stops of capital in the context of the Eurozone. Our analysis focuses on the qualitative aspect of ratings on the hypothesis that such aspect has a concrete impact on capital movements. A panel probit model is utilized for our purposes. We distinguish between net and gross capital inflows, while we also draw a distinction between long-term and short-term oriented capital. Our results confirm the influence of sovereign ra...

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Publication status:
Published
Peer review status:
Peer reviewed
Version:
Accepted manuscript

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Publisher copy:
10.1142/S1793993317500168

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Institution:
University of Oxford
Division:
Social Sciences Division
Department:
SOGE, Geography
University of Leeds More from this funder
Publisher:
World Scientific Publishing Publisher's website
Journal:
Journal of International Commerce, Economics and Policy Journal website
Volume:
08
Pages:
1750016
Publication date:
2017-12-11
Acceptance date:
2017-10-29
DOI:
EISSN:
1793-9941
ISSN:
1793-9933
Pubs id:
pubs:810865
URN:
uri:bdc6174d-0428-4fa3-bd74-e99e7d56cd5a
UUID:
uuid:bdc6174d-0428-4fa3-bd74-e99e7d56cd5a
Local pid:
pubs:810865

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