Results 341 to 350 of about 746,632 (385)
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Portfolio diversification in the sovereign credit swap markets
Annals of Operations Research, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Consiglio, Andrea +5 more
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Sovereign credit rating: Evidence of bias against poor countries
The North American journal of economics and finance, 2020We assess whether credit rating agencies limit poor countries’ sovereign credit ratings. Consistent with prior studies, our heterogeneous middle-inflated ordered probit model indicates a statistical bias stacked against poor countries whenever their ...
D. Tennant, M. Tracey, D. King
semanticscholar +1 more source
An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela
Energy Economics, 2019In this paper, we study the impact of oil price returns on sovereign Credit Default Swaps (CDS) spreads for two major oil producers, Russia and Venezuela.
Thomas Chuffart, E. Hooper
semanticscholar +1 more source
Sovereign credit news and disagreement in expectations about the exchange rate: evidence from Brazil
Journal of Economic Studies, 2020PurposeCredit rating agencies (CRAs) are perceived as highly influential in the financial system since their announcements can affect several players in the financial markets, from big private financial and non-financial companies and their financial ...
Diego Silveira Pacheco de Oliveira +1 more
semanticscholar +1 more source
Methodology for Assigning Credit Ratings to Sovereigns
2017Le placement des réserves de change ou d’autres portefeuilles d’actifs nécessite au préalable une évaluation de la qualité du crédit des contreparties aux opérations de placement. En règle générale, les gestionnaires d’actifs et de réserves de change recourent aux cotes de crédit attribuées par les agences de notation.
Muller, Philippe, Bourque, Jérôme
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Foreign banks and sovereign credit ratings: Reputational capital in sovereign debt markets
European Journal of International Relations, 2020Sovereign credit ratings importantly influence the borrowing costs of governments in international capital markets. Yet, there is limited understanding of how credit-rating agencies determine sovereign bond ratings.
Jana Grittersová
semanticscholar +1 more source
Analysing the link between environmental performance and sovereign credit risk
, 2020This study investigates the effects of a country’s environmental performance on sovereign credit risk. We use sovereign credit default swap (CDS) spreads for a large panel of countries to analyse whether the relationship between environmental performance
Maria E. de Boyrie, I. Pavlova
semanticscholar +1 more source
Fiscal Limits and Sovereign Credit Spreads
Social Science Research Network, 2020Exploiting information contained in the term-structure of sovereign credit spreads, we estimate time-varying fiscal limits – defined as the maximum outstanding debt that can credibly be covered by future primary budget surpluses. Our approach is based on
Kevin Pallara, Jean-Paul Renne
semanticscholar +1 more source
Dynamics of Sovereign Credit Contagion
The Journal of Derivatives, 2014“Contagion” is when a bad credit event in one country spills over and infects other countries that would not otherwise have experienced credit problems. Contagion has attracted considerable research interest without any consensus on how to measure it or whether it exists at all.
Alex YiHou Huang +2 more
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