Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.14/13583
Título: Euro crisis : Have been the european countries downgraded in excess?
Autor: Costa, Joana Soares
Orientador: Kokkonen, Joni
Palavras-chave: Rating
Credit Rating Agencies
Linear Transformation
Logistic Transformation
Inertia of Ratings
Data de Defesa: 3-Dez-2013
Resumo: This dissertation studies the determinants of the European debt ratings through macroeconomic data and whether those ratings were excessively downgraded during the Euro debt crisis. The results show that, according to previous studies, most of the assigned ratings matched predicted ratings during the crisis period. Ratings are also found to be strongly influenced by changes in the variable gross debt. However, only Portugal and Ireland have been downgraded excessively during the crisis period and Moody’s is the credit rating agency which has higher downgrades. Furthermore, the empirical finds show non-sticky ratings.
URI: http://hdl.handle.net/10400.14/13583
Aparece nas colecções:R - Dissertações de Mestrado / Master Dissertations
FCEE - Dissertações de Mestrado / Master Dissertations

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Dissertation Joana Costa 152411021 September 2013.pdf1,04 MBAdobe PDFVer/Abrir


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