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Euro crisis : have been the european countries downgraded in excess?

datacite.subject.fosCiências Sociais::Economia e Gestão
dc.contributor.advisorKokkonen, Joni
dc.contributor.authorCosta, Joana Soares
dc.date.accessioned2014-01-30T15:36:27Z
dc.date.available2014-01-30T15:36:27Z
dc.date.issued2013-12-03
dc.date.submitted2013
dc.description.abstractThis 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.por
dc.identifier.tid201091496
dc.identifier.urihttp://hdl.handle.net/10400.14/13583
dc.language.isoengpor
dc.subjectRatingpor
dc.subjectCredit rating agenciespor
dc.subjectLinear transformationpor
dc.subjectLogistic transformationpor
dc.subjectInertia of ratingspor
dc.titleEuro crisis : have been the european countries downgraded in excess?por
dc.typemaster thesis
dspace.entity.typePublication
rcaap.rightsopenAccesspor
rcaap.typemasterThesispor
thesis.degree.nameMestrado em Finanças

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