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Rating sovereign credit risk: A simulation for advanced economics and finance students
The Journal of Economic Education, 2023The authors of this article propose a classroom simulation designed for advanced economics or finance courses whereby student teams role-play Moody’s sovereign credit risk analysts. Despite the importance of sovereign credit risk ratings in affecting the
M. Majd, Amanda Page-Hoongrajok
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The sovereign yield curve and credit ratings in GIIPS
International Review of Finance, 2017AbstractThis paper studies the impact of sovereign credit rating and outlook changes on the shape of the sovereign yield curve using data for five European countries, namely, Greece, Ireland, Italy, Portugal, and Spain, known as the GIIPS for the period of 2001–2016.
Yasir Riaz +2 more
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Accounting, Economics, and Law ? A Convivium
This article summarizes the core argument of ‘Rating Politics: Sovereign Credit Ratings and Democratic Choice in Prosperous Developed Countries’, co-authored by Zsófia Barta and Alison Johnston and published by Oxford University Press.
Zsófia Barta
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This article summarizes the core argument of ‘Rating Politics: Sovereign Credit Ratings and Democratic Choice in Prosperous Developed Countries’, co-authored by Zsófia Barta and Alison Johnston and published by Oxford University Press.
Zsófia Barta
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Credit Rating Agencies: The Importance of Fundamentals in the Assessment of Sovereign Ratings [PDF]
Economic Analysis and Policy, 2013 The aim of this paper is to investigate the significance of a set of macroeconomic variables in the assessment of the sovereign ratings provided by the three main credit rating agencies in different periods in time and for countries belonging to different categorizations.
Vanja Bozic, COSIMO MAGAZZINO
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Are China’s sovereign credit ratings underestimated?
Journal of Economic Policy Reform, 2011We use a comprehensive database of sovereign credit ratings (SCRs) from Moody’s, Standard and Poor’s and Fitch for a cross-section of 120 countries from 1986–2009. Using panel data, we find that GDP per capita, the GDP growth rate and the degree of industrialization positively affect ratings, while the government cash flow deficit, the current account ...
Ke Chen, Cheng Cheng, Shenggang Yang
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Do sovereign credit rating announcements influence excess bond and equity returns in Africa?
International Journal of Emerging Markets, 2018Purpose The purpose of this paper is to examine whether new sovereign credit rating (SCR) changes are valuable, and relevant information is provided to bond and equity markets in 30 African countries that received an SCR during the period 1994–2014 ...
Misheck Mutize, S. Gossel
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1995
Sovereign ratings are gaining importance as more governments with greater default risk borrow in international bond markets. But while the ratings have proved useful to governments seeking market access, the difficulty of assessing sovereign risk has led to agency disagreements and public controversy over specific rating assignments.
Richard Cantor, Frank Packer
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Sovereign ratings are gaining importance as more governments with greater default risk borrow in international bond markets. But while the ratings have proved useful to governments seeking market access, the difficulty of assessing sovereign risk has led to agency disagreements and public controversy over specific rating assignments.
Richard Cantor, Frank Packer
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Sovereign credit ratings [PDF]
, 2002 This paper describes sovereign credit ratings in emerging markets both for a specific year and over time, using quantitative explanatory variables. It turns out that rating adjustments have been worse than what economic fundamentals justify for some countries and also more frequently altered, questioning the long-term properties of sovereign ratings ...
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Institutional Environment and Sovereign Credit Ratings
SSRN Electronic Journal, 2006We use a sample of 86 counties to examine the cross-sectional determinants of sovereign credit ratings. We find that the quality of a country's legal and political institutions plays a vital role in determining these ratings. A one-standard-deviation increase in our legal environment index results in an average credit rating increase of 0.466 standard ...
Alexander W. Butler, Larry Fauver
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