Results 11 to 20 of about 24,143 (291)

KEY DETERMINANTS OF LITHUANIA’S SOVEREIGN CREDIT RATING

Ekonomika, 2011
The topic concerning the determinants affecting sovereign credit ratings of a country became extremely relevant after the recent economic turbulence which brought relentless downgrades, especially for Central and Eastern European (CEE) countries in their
Aušra Pačebutaitė
doaj   +3 more sources

Sovereign Credit Rating Determinants of the EU Countries: The Role of the Euro Area Crisis and Its Legacy

Entrepreneurial Business and Economics Review, 2020
Objective: The objective of the article is to identify the determinants of the EU countries’ sovereign credit ratings with a particular focus on the impact of the euro area crisis.
Ewa Stawasz-Grabowska
doaj   +2 more sources

Sovereign Credit Rating, Rating Migration, and the Risk-Free Rate: A Joint Markov Process and Random Walk Modelling of the Risk-Free Rate

Expert Journal of Economics, 2019
The study proposes and tests a risk-free rate model that simultaneously lets the risk-free rate migrate between rating categories as risk-free rate ranges, and follow a random walk within rating categories as risk-free rate ranges.
Brian BARNARD
doaj   +2 more sources

Credit rating announcement and bond liquidity: the case of emerging bond markets [PDF]

Journal of Economics Finance and Administrative Science, 2022
Purpose – This study examines the effect of the informational content of local credit rating announcements in emerging markets on the liquidity of their bond markets.
Amir Saadaoui, Anis Elammari, Mohamed Kriaa   +2 more
doaj   +1 more source

Sovereign credit rating downgrades and Growth-at-Risk

Journal of International Financial Markets, Institutions and Money
Alexandros Skouralis
exaly   +2 more sources

Sovereign credit rating determinants: A comparison before and after the European debt crisis

Journal of Banking and Finance, 2017
Christophe Croux
exaly   +2 more sources

Subjectivity in Sovereign Credit Ratings [PDF]

SSRN Electronic Journal, 2017
Abstract A sovereign creditrating is a function of hard and soft information that should reflect the creditworthiness and the probability of default of a country. We propose an alternative characterisation for the subjective component of a sovereign credit rating – the parts related to the ratee’s lobbying effort or its familiarity from a United ...
De Moor, Lieven, Luitel, Prabesh, Sercu, Piet, Vanpée, Rosanne   +3 more
openaire   +2 more sources

Determinants and Impact of Sovereign Credit Ratings [PDF]

SSRN Electronic Journal, 1996
n recent years, the demand for sovereign credit rat-ings—the risk assessments assigned by the creditrating agencies to the obligations of central govern-ments—has increased dramatically. More govern-ments with greater default risk and more companiesdomiciled in riskier host countries are borrowing in inter-national bond markets.
Richard Cantor, Frank Packer
openaire   +3 more sources

Sovereign Credit Rating Mismatches [PDF]

SSRN Electronic Journal, 2017
We study the factors behind split ratings in sovereign credit ratings from different agencies, for the period 1980-2015. We employ random effects ordered and simple probit approaches to assess the explanatory power of different macroeconomic, government and financial variables. Our results show that structural balances and the existence of a default in
Afonso, António, Albuquerque, André, Depeco   +2 more
openaire   +2 more sources

Sovereign Credit Ratings and Asian Financial Markets

E+M Ekonomie a Management, 2021
Each region/country seeks to become more efficient to gain the confidence of potential investors. Most of the Asian economies are categorized as emerging markets, where the role of financial markets has even become more intensified to provide financial services to increasing economic and financial activities.
Pervaiz, Khansa, Virglerová, Zuzana, Khan, Muhammad Asif, Akbar, Usman, Popp, József   +4 more
openaire   +3 more sources