Makram El-Shagi
Names
| first: |
Makram |
| last: |
El-Shagi |
Identifer
Contact
Affiliations
-
Henan University
/ School of Economics (weight: 95%)
-
Leibniz-Institut für Wirtschaftsforschung Halle (IWH) (weight: 5%)
Research profile
author of:
- The Distorting Impact of Capital Controls (RePEc:bla:germec:v:13:y:2012:i:1:p:41-55)
by Makram El‐Shagi - State‐level capital and investment: Refinements and update (RePEc:bla:growch:v:50:y:2019:i:4:p:1411-1422)
by Makram El‐Shagi & Steven Yamarik - The income elasticity of import demand: A meta‐survey (RePEc:bla:pacecr:v:27:y:2022:i:1:p:18-41)
by Makram El‐Shagi & William C. Sawyer & Kiril Tochkov - Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis (RePEc:bla:reviec:v:24:y:2016:i:1:p:37-66)
by Makram El-Shagi & Axel Lindner & Gregor von Schweinitz - Introduction (RePEc:bla:reviec:v:29:y:2021:i:3:p:485-486)
by Makram El‐Shagi - IMF conditionality and capital controls: Capital account liberalization to capital inflow management? (RePEc:bla:reviec:v:29:y:2021:i:3:p:590-605)
by Makram El‐Shagi & Steven J. Yamarik - The Impact of Inequality and Redistribution on Growth (RePEc:bla:revinw:v:65:y:2019:i:2:p:239-263)
by Makram El‐Shagi & Liang Shao - The Impact of Fixed Exchange Rates on Fiscal Discipline (RePEc:bla:scotjp:v:58:y:2011:i:5:p:685-710)
by Makram El‐Shagi - Why they keep missing: An empirical investigation of sovereign bond ratings and their timing (RePEc:bla:scotjp:v:69:y:2022:i:2:p:186-224)
by Makram El‐Shagi & Gregor von Schweinitz - Forecast Performance in Times of Terrorism (RePEc:boi:wpaper:2019.08)
by Jonathan Benchimol & Makram El-Shagi - Do Expert Experience and Characteristics Affect Inflation Forecasts? (RePEc:boi:wpaper:2020.11)
by Jonathan Benchimol & Makram El-Shagi & Yossi Saadon - The Distorting Impact of Capital Controls (RePEc:bpj:germec:v:13:y:2012:i:1:p:41-55)
by El-Shagi Makram - Die Bedeutung der Besitzverflechtung von Kapitalgesellschaften für die Finanzmarktkrise / The importance of mutual ownership for the genesis of financial crisis (RePEc:bpj:ordojb:v:61:y:2010:i:1:p:299-324:n:18)
by El-Shagi Makram & Ilgmann Cordelius - Capital, Interest, and Money: The Economics of Viking Village: Comments on the book by Ulrich van Suntum (RePEc:bpj:ordojb:v:69:y:2018:i:1:p:516-517:n:35)
by El-Shagi Makram - Qual VAR revisited: Good forecast, bad story (RePEc:cem:jaecon:v:19:y:2016:n:2:p:293-322)
by Makram El-Shagi & Gregor von Schweinitz - The Quantity Theory Revisited: A New Structural Approach (RePEc:cup:macdyn:v:19:y:2015:i:01:p:58-78_00)
by El-Shagi, Makram & Giesen, Sebastian & Kelly, Logan J. - Introduction To Current Issues In Applied Macroeconomics (RePEc:cup:macdyn:v:25:y:2021:i:1:p:1-4_1)
by El-Shagi, Makram & Swofford, James - When Does Monetary Measurement Matter (Most)? (RePEc:cup:macdyn:v:25:y:2021:i:1:p:240-256_12)
by El-Shagi, Makram - Monetary policy transmission in China: dual shocks with dual bond markets (RePEc:cup:macdyn:v:27:y:2023:i:8:p:2229-2251_8)
by El-Shagi, Makram & Jiang, Lunan - Regulation, Innovation and Technology Diffusion: Evidence from Building Energy Efficiency Standards in Germany (RePEc:diw:diwwpp:dp1371)
by Makram El-Shagi & Claus Michelsen & Sebastian Rosenschon - Protect and survive? Did capital controls help shield emerging markets from the crisis? (RePEc:ebl:ecbull:eb-11-00745)
by Makram El-Shagi - Liquidity in the liquidity crisis: evidence from Divisia monetary aggregates in Germany and the European crisis countries (RePEc:ebl:ecbull:eb-13-00073)
by Makram El-shagi & Logan J Kelly - Does the Greenspan era provide evidence on leadership in the FOMC? (RePEc:ecb:ecbwps:20131579)
by El-Shagi, Makram & Jung, Alexander - Does the federal reserve staff still beat private forecasters? (RePEc:ecb:ecbwps:20141635)
by Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian - Has the publication of minutes helped markets to predict the monetary policy decisions of the Bank of England's MPC? (RePEc:ecb:ecbwps:20151808)
by Jung, Alexander & El-Shagi, Makram - Trade effects of silver price fluctuations in 19th-century China: A macro approach (RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x2030119x)
by El-Shagi, Makram & Zhang, Lin - Regional heterogeneity and the provincial Phillips curve in China (RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1036-1044)
by El-Shagi, Makram & Tochkov, Kiril - Dealing with small sample bias in post-crisis samples (RePEc:eee:ecmode:v:65:y:2017:i:c:p:1-8)
by El-Shagi, Makram - Rationality tests in the presence of instabilities in finite samples (RePEc:eee:ecmode:v:79:y:2019:i:c:p:242-246)
by El-Shagi, Makram - Forecast performance in times of terrorism (RePEc:eee:ecmode:v:91:y:2020:i:c:p:386-402)
by Benchimol, Jonathan & El-Shagi, Makram - Inequality and credit growth in Russian regions (RePEc:eee:ecmode:v:91:y:2020:i:c:p:550-558)
by El-Shagi, Makram & Fidrmuc, Jarko & Yamarik, Steven - Inflation expectations: Does the market beat econometric forecasts? (RePEc:eee:ecofin:v:22:y:2011:i:3:p:298-319)
by El-Shagi, Makram - Risk and return—Is there an unholy cycle of ratings and yields? (RePEc:eee:ecolet:v:129:y:2015:i:c:p:49-51)
by El-Shagi, Makram & von Schweinitz, Gregor - Does inequality lead to credit growth? Testing the Rajan hypothesis using state-level data (RePEc:eee:ecolet:v:148:y:2016:i:c:p:63-67)
by Yamarik, Steven & El-Shagi, Makram & Yamashiro, Guy - Productivity shocks and capital flows (RePEc:eee:ecolet:v:225:y:2023:i:c:s016517652300040x)
by El-Shagi, Makram - Taylor rules around the world: Mapping monetary policy (RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003002)
by El-Shagi, Makram & Ma, Yishuo - Divisia monetary aggregates for Russia: Money demand, GDP nowcasting and the price puzzle (RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522001169)
by El-Shagi, Makram & Tochkov, Kiril - What can we learn from country-level liquidity in the EMU? (RePEc:eee:finsta:v:42:y:2019:i:c:p:75-83)
by El-Shagi, Makram & Kelly, Logan - Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach (RePEc:eee:intfor:v:32:y:2016:i:2:p:313-323)
by El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander - The joint dynamics of sovereign ratings and government bond yields (RePEc:eee:jbfina:v:97:y:2018:i:c:p:198-218)
by El-Shagi, Makram & Schweinitz, Gregor von - Do expert experience and characteristics affect inflation forecasts? (RePEc:eee:jeborg:v:201:y:2022:i:c:p:205-226)
by Benchimol, Jonathan & El-Shagi, Makram & Saadon, Yossi - Fiscal policy and fiscal fragility: Empirical evidence from the OECD (RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560620302485)
by El-Shagi, Makram & Schweinitz, Gregor von - Monetary, financial and fiscal fragility in 2020s (RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000905)
by El-Shagi, Makram & Turcu, Camélia - Shadow of the colossus: Euro area spillovers and monetary policy in Central and Eastern Europe (RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001522)
by El-Shagi, Makram & Tochkov, Kiril - Predicting financial crises: The (statistical) significance of the signals approach (RePEc:eee:jimfin:v:35:y:2013:i:c:p:76-103)
by El-Shagi, M. & Knedlik, T. & von Schweinitz, G. - Does the Greenspan era provide evidence on leadership in the FOMC? (RePEc:eee:jmacro:v:43:y:2015:i:c:p:173-190)
by El-Shagi, Makram & Jung, Alexander - Money and inflation: Consequences of the recent monetary policy (RePEc:eee:jpolmo:v:35:y:2013:i:4:p:520-537)
by El-Shagi, Makram & Giesen, Sebastian - Have minutes helped markets to predict the MPC's monetary policy decisions? (RePEc:eee:poleco:v:39:y:2015:i:c:p:222-234)
by El-Shagi, Makram & Jung, Alexander - Forecast Performance in Times of Terrorism (RePEc:fds:dpaper:201701)
by Jonathan Benchimol & Makram El-Shagi - China Monetary Policy Transmission in China: Dual Shocks with Dual Bond Markets (RePEc:fds:dpaper:201702)
by Makram El-Shagi & Lunan Jiang - Money Demand in China: A Meta-Study (RePEc:fds:dpaper:201703)
by Makram El-Shagi & Yizhuang Zheng - Trade Effects of Silver Price Fluctuations in 19th Century China: A Macro Approach (RePEc:fds:dpaper:201705)
by Makram El-Shagi & Lin Zhang - State-Level Capital and Investment: Refinements and Update (RePEc:fds:dpaper:201801)
by Makram El-Shagi & Steven Yamarik - IMF Conditionality and Capital Controls: Capital Account Liberalization to Capital Inflow Management? (RePEc:fds:dpaper:201806)
by Makram El-Shagi & Steven Yamarik - Institutional Similarity and Bilateral FDI (RePEc:fds:dpaper:201902)
by Makram El-Shagi & Bashir Muhammad - The Income Elasticity of Import Demand: A Meta-Survey (RePEc:fds:dpaper:201903)
by Makram El-Shagi & W. Charles Sawyer & Kiril Tochkov - Efficient Dynamic Yield Curve Estimation in Emerging Financial Markets (RePEc:fds:dpaper:201904)
by Makram El-Shagi & Lunan Jiang - Fiscal Policy and Fiscal Fragility: Evidence from the OECD (RePEc:fds:dpaper:201905)
by Makram El-Shagi & Gregor von Schweinitz - Inequality and credit growth in Russian regions (RePEc:fds:dpaper:201906)
by Makram El-Shagi & Jarko Fidrmuc & Steven Yamarik - Money Demand: A Pseudo-Metastudy (RePEc:fds:dpaper:202004)
by Makram El-Shagi & Yizhuang Zheng - One Country - Two Monetary Policies: Evidence from a new indicator of the PBoC¡äs monetary policy support for poor regions (RePEc:fds:dpaper:202005)
by Makram El-Shagi & Jiang Lunan - Do Expert Experience and Characteristics Affect Inflation Forecasts? (RePEc:fds:dpaper:202006)
by Jonathan Benchimol & Makram El-Shagi & Yossi Saadon - Shadow of the Colossus: Euro Area Spillovers and Monetary Policy in Central and Eastern Europe (RePEc:fds:dpaper:202007)
by Makram El-Shagi & Kiril Tochkov - Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle (RePEc:fds:dpaper:202101)
by Makram El-Shagi & Kiril Tochkov - Nine blind men and the PBoC (RePEc:fds:dpaper:202102)
by Makram El-Shagi & Yishuo Ma - Political Uncertainty: A High Frequency Approach (RePEc:fds:dpaper:202103)
by Makram El-Shagi - The role of SOEs in the transmission of fiscal policy shocks in China (RePEc:fds:dpaper:202202)
by Makram El-Shagi & Lin Zhang - How the PBoC´s new MLF affects the yield curve (RePEc:fds:dpaper:202301)
by Makram El-Shagi & Lunan Jiang - Interest Rate Liberalization, Permanent Technology Shocks, and Macroeconomic Volatility in China (RePEc:fds:dpaper:202302)
by Qiaoyu Liang & Yihao Xue & Bing Tong - Regional Heterogeneity and the Provinicial Phillips Curve in China (RePEc:fds:dpaper:202303)
by Makram El-Shagi & Kiril Tochkov - Growth Effects of EU Expansion: A Penalized Synthetic Control Method (RePEc:fds:dpaper:202304)
by Makram El-Shagi & Steven Yamarik - Regional Effects of Monetary Policy in China (RePEc:fds:dpaper:202401)
by Makram El-Shagi & Kiril Tochkov - The Effect of Monetary Policy Shocks on Inequality in the Eurozone (RePEc:fds:dpaper:202402)
by Makram El-Shagi - Does the Fed Adhere to its Mandate? Estimating the Federal Reserve's Objective Function (RePEc:fds:dpaper:202403)
by Makram El-Shagi - The Effect of Monetary Policy Shocks on Income Inequality across US states (RePEc:fds:dpaper:202404)
by Makram El-Shagi & Steven Yamarik - New Evidence on the PBoC's Reaction Function (RePEc:fds:dpaper:202405)
by Makram El-Shagi & Yishuo Ma - Forecast Performance in Times of Terrorism (RePEc:fip:feddgw:88258)
by Jonathan Benchimol & Makram El-Shagi - Unknown item RePEc:got:cegedp:84 (book)
- Do expert experience and characteristics affect inflation forecasts? (RePEc:hal:journl:emse-04624966)
by Jonathan Benchimol & Makram El-Shagi & Yossi Saadon - Monetary, financial and fiscal fragility in 2020s (RePEc:hal:journl:hal-03532496)
by Makram El-Shagi & Camélia Turcu - Forecast performance in times of terrorism (RePEc:hal:journl:halshs-03248938)
by Jonathan Benchimol & Makram El-Shagi - Does the Greenspan Era Provide Evidence on Leadership in the FOMC? (RePEc:inf:wpaper:2012.6)
by Makram El-Shagi & Alexander Jung - Does Inequality Lead to Credit Growth? Testing the Rajan Hypothesis Using State-Level Data (RePEc:inf:wpaper:2016.01)
by Steven Yamarik & Makram El Shagi - Testing for Structural Breaks at Unknown Time: A Steeplechase (RePEc:kap:compec:v:41:y:2013:i:1:p:101-123)
by Makram El-Shagi & Sebastian Giesen - The Diablo 3 Economy: An Agent Based Approach (RePEc:kap:compec:v:47:y:2016:i:2:p:193-217)
by Makram El-Shagi & Gregor Schweinitz - An evolutionary algorithm for the estimation of threshold vector error correction models (RePEc:kap:iecepo:v:8:y:2011:i:4:p:341-362)
by Makram El-Shagi - Die Einführung von Kapitalverkehrskontrollen mit Korruptionsabsichten (RePEc:lst:lfchap:33-16)
by Makram El-Shagi - Korruption, Institutionen und das Einkommensniveau (RePEc:lus:reveco:v:58:y:2007:i:3:p:227-249)
by El-Shagi Makram - Money Demand in China: A Meta Study (RePEc:mes:emfitr:v:58:y:2022:i:1:p:145-163)
by Makram El-Shagi & Yizhuang Zheng - The role of rating agencies in financial crises: event studies from the Asian flu (RePEc:oup:cambje:v:34:y:2010:i:4:p:671-685)
by Makram El-Shagi - Institutional Similarity and Bilateral FDI (RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01312-x)
by Makram El-Shagi & Bashir Muhammad - Geldschöpfung in der Krise (RePEc:spr:wirtsc:v:92:y:2012:i:8:p:572-574)
by Makram El-Shagi - For they know not what they do: an analysis of monetary policy during the Great Moderation (RePEc:taf:apeclt:v:24:y:2017:i:10:p:717-721)
by Makram El-Shagi & Logan J. Kelly - A simple estimator for smooth local projections (RePEc:taf:apeclt:v:26:y:2019:i:10:p:830-834)
by Makram El-Shagi - Unknown item RePEc:taf:apfelt:v:1:y:2005:i:5:p:279-283 (article)
- Capital controls and international interest rate differentials (RePEc:taf:applec:v:42:y:2010:i:6:p:681-688)
by Makram El-Shagi - A note on the hidden risk of inflation (RePEc:taf:jecprf:v:17:y:2014:i:1:p:91-97)
by Makram El-Shagi & Sebastian Giesen - Qual Var Revisited: Good Forecast, Bad Story (RePEc:taf:recsxx:v:19:y:2016:i:2:p:293-321)
by Makram El-Shagi & Gregor Von Schweinitz - Empirics on the Long-Run Effects of Building Energy Codes in the Housing Market (RePEc:uwp:landec:v:93:y:2017:i:4:p:585-607)
by Makram El-Shagi & Claus Michelsen & Sebastian Rosenschon - Unknown item RePEc:voj:journl:v:59:y:2012:i:3:p:283-292 (article)
- Initial Evidence from a New Database on Capital Market Restrictions (RePEc:voj:journl:v:59:y:2012:i:3:p:283-292:id:117)
by Makram El-Shagi - The joint dynamics of sovereign ratings and government bond yields (RePEc:zbw:bubdps:132016)
by El-Shagi, Makram & von Schweinitz, Gregor - The impact of fixed exchange rates on fiscal discipline (RePEc:zbw:cegedp:84)
by El-Shagi, Makram - Why they keep missing: An empirical investigation of rational inattention of rating agencies (RePEc:zbw:iwhdps:12017)
by El-Shagi, Makram & von Schweinitz, Gregor - Fiscal policy and fiscal fragility: Empirical evidence from the OECD (RePEc:zbw:iwhdps:132019)
by El-Shagi, Makram & von Schweinitz, Gregor - Much ado about nothing: Sovereign ratings and government bond yields in the OECD (RePEc:zbw:iwhdps:222016)
by El-Shagi, Makram - Macroeconomic trade effects of vehicle currencies: Evidence from 19th century China (RePEc:zbw:iwhdps:232016)
by El-Shagi, Makram & Zhang, Lin - An Evolutionary Algorithm for the Estimation of Threshold Vector Error Correction Models (RePEc:zbw:iwhdps:iwh-1-10)
by El-Shagi, Makram - Qual VAR Revisited: Good Forecast, Bad Story (RePEc:zbw:iwhdps:iwh-12-12)
by El-Shagi, Makram & von Schweinitz, Gregor - Inflation Expectations: Does the Market Beat Professional Forecasts? (RePEc:zbw:iwhdps:iwh-16-09)
by El-Shagi, Makram - Testing for Structural Breaks at Unknown Time: A Steeplechase (RePEc:zbw:iwhdps:iwh-19-10)
by El-Shagi, Makram & Giesen, Sebastian - Money and Inflation: The Role of Persistent Velocity Movements (RePEc:zbw:iwhdps:iwh-2-10)
by El-Shagi, Makram & Giesen, Sebastian - Predicting Financial Crises: The (Statistical) Significance of the Signals Approach (RePEc:zbw:iwhdps:iwh-3-12)
by El-Shagi, Makram & Knedlik, Tobias & von Schweinitz, Gregor - The Joint Dynamics of Sovereign Ratings and Government Bond Yields (RePEc:zbw:iwhdps:iwh-4-15)
by El-Shagi, Makram & von Schweinitz, Gregor - Does Central Bank Staff Beat Private Forecasters? (RePEc:zbw:iwhdps:iwh-5-12)
by El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander - Monetary Policy in a World Where Money (Also) Matters (RePEc:zbw:iwhdps:iwh-6-12)
by El-Shagi, Makram & Giesen, Sebastian & Kelly, Logan J. - Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis (RePEc:zbw:iwhdps:iwh-6-14)
by El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor - The Quantity Theory Revisited: A New Structural Approach (RePEc:zbw:iwhdps:iwh-7-11)
by el-Shagi, Makram & Giesen, Sebastian & Kelly, Logan J. - Did the Crisis Affect Potential Output? (RePEc:zbw:iwhdps:iwh-9-10)
by El-Shagi, Makram - Bericht über den IWH/INFER-Workshop on Applied Economics and Economic Policy (RePEc:zbw:iwhwiw:143902)
by Drechsel, Katja & El-Shagi, Makram - Aktuelle Trends: Der Geldmultiplikator: Eingeschränkte Geldschöpfung im Euroraum und in den USA (RePEc:zbw:iwhwiw:143978)
by El-Shagi, Makram - 3. IWH/INFER-Workshop on Applied Economics and Economic Policy „State of the Euro – State of the Union“ – ein Konferenzbericht (RePEc:zbw:iwhwiw:144032)
by Drechsel, Katja & El-Shagi, Makram - Konjunktur aktuell: Langsame Erholung ermöglicht Einstieg in die Konsolidierung (RePEc:zbw:iwhwiw:iwh-1-10-3)
by Holtemöller, Oliver & Brautzsch, Hans-Ulrich & van Deuverden, Kristina & Dietrich, Diemo & Drechsel, Katja & El-Shagi, Makram & Giesen, Sebastian & Kämpfe, Martina & Lindner, Axel & Loose, Brigitte - Konjunktur aktuell: Aufschwung in Deutschland geht weiter – Krisenprävention und Krisenmanagement in Europa unter Reformdruck (RePEc:zbw:iwhwiw:iwh-1-11-5)
by Holtemöller, Oliver & Brautzsch, Hans-Ulrich & van Deuverden, Kristina & Dietrich, Diemo & Drechsel, Katja & Drygalla, Andrej & El-Shagi, Makram & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel - Konjunktur aktuell: Die Erholung legt nur eine kurze Pause ein (RePEc:zbw:iwhwiw:iwh-3-10-4)
by Holtemöller, Oliver & Brautzsch, Hans-Ulrich & van Deuverden, Kristina & Dietrich, Diemo & Drechsel, Katja & El-Shagi, Makram & Giesen, Sebastian & Kämpfe, Martina & Lindner, Axel & Loose, Brigitte - Konjunktur aktuell: Deutsche Wirtschaft überwindet die kurze Schwächephase (RePEc:zbw:iwhwiw:iwh-3-12-3)
by Brautzsch, Hans-Ulrich & Drechsel, Katja & Drygalla, Andrej & El-Shagi, Makram & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Schultz, Birgit & Zeddies, - Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht? (RePEc:zbw:iwhwiw:iwh-3-14-4)
by El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor - Negative Bonitätsbewertungen und Zinsen auf Staatsanleihen – Gibt es einen Teufelskreis? (RePEc:zbw:iwhwiw:iwh-3-15-3)
by El-Shagi, Makram & von Schweinitz, Gregor - IWH-Indikatoren zur Kapitalmarktregulierung: Hinweise auf eine Renaissance der Kapitalverkehrskontrollen (RePEc:zbw:iwhwiw:iwh-6-11-6)
by El-Shagi, Makram - Does Central Bank Staff Beat Private Forecasters? (RePEc:zbw:vfsc13:79925)
by Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian - Liquidity in the Liquidity Crisis: Evidence from Divisia Monetary Aggregates in Germany and the European Crisis Countries (RePEc:zbw:vfsc13:79935)
by El-Shagi, Makram & Kelly, Logan - The diffusion of "green'' buildings in the housing market: empirics on the long run effects of energy efficiency regulation (RePEc:zbw:vfsc16:145534)
by Michelsen, Claus & El-Shagi, Makram & Rosenschon, Sebastian - The Joint Dynamics of Sovereign Ratings and Government Bond Yields (RePEc:zbw:vfsc16:145894)
by von Schweinitz, Gregor & El-Shagi, Makram