Makram El-Shagi

Latest

• Why they keep missing: An empirical investigation of sovereign bond ratings and their timing
• Fiscal policy and fiscal fragility: Empirical evidence from the OECD
• The Joint Dynamics of Sovereign Ratings and Government Bond Yields
• Qual VAR Revisited: Good Forecast, Bad Story
• Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis
• The Diablo 3 Economy: An Agent Based Approach
• Risk and Return - Is there an Unholy Cycle of Ratings and Yields?
• Predicting financial crises: The (statistical) significance of the signals approach