Title:

On the Duration of Sovereign Ratings Cycle Phases

Authors:

Luca Agnello (U Palermo)
Vitor Castro (U Loughborough, European Stability Mechanism, Luxembourg)
Ricardo Sousa (U Minho, European Stability Mechanism, Luxembourg)

Journal:

Journal of Economic Behavior and Organization

Year:

2021

Volume:

182

Pages:

512-526

JEL code:

E31 - Price Level; Inflation; Deflation

DOI:

10.1016/j.jebo.2019.01.016