Results 261 to 270 of about 24,143 (291)

Statistical Properties of Sovereign Credit Ratings

SSRN Electronic Journal, 2001
The sovereign credit rating is a key determinant of the cost and availability of international financing for an economy. This paper models ratings as a function of expected repayment capacity, derives testable hypotheses, and conducts a statistical analysis based of the ratings awarded by Institutional Investor.
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The Procyclicality of African Sovereign Credit Ratings

2017
Credit rating agencies are supposed to have a long-term outlook when assigning credit ratings to sovereign states. It is unwarranted to assign high (low) ratings to sovereigns that are experiencing momentary successes (impediments). Ratings should therefore be assigned without taking the business cycle into account.
Marinda Pretorius, Ilsé Botha
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The informational value of sovereign credit ratings

2012
This paper examines the impact of rating actions by Moody’s Investor Service on European long-term government bonds. First, it introduces credit rating agencies with special emphasize on their development and history. To understand their role in modern financial markets it is necessary to highlight the current market situation, especially peculiarities
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Determinants of sovereign credit rating and credit rating agencies faults

Sarajevo business and economics review, 2014
Credit rating agencies are prominent actors on world financial market, as they make decisions on country’s credit rating which determines general investment climate and influences economic progress and general economic stability of a country. The aim of this paper is to determine key factors in defining country’s credit rating in the period before ...
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Geopolitical Risk and Sovereign Credit Ratings

This study examines whether geopolitical risk is associated with sovereign credit ratings. Using an annual panel of 36 countries over 1994–2024, we estimate ordered logit models based on sovereign foreign-currency long-term ratings from three major credit rating agencies.
In Huh, Jiyoun An
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The Impact of Sovereign Credit Rating News on Credit Default Swap Spreads

Journal of East-West Business, 2023
Övünç Gursoy
exaly  

On the effect of credit rating announcements on sovereign bonds: International evidence

International Economics, 2020
Zaghum Umar, Dimitris Kenourgios
exaly  

Understanding Sovereign Credit Ratings: Text-Based Evidence From the Credit Rating Reports

Social Science Research Network, 2019
Ursula Slapnik
semanticscholar   +1 more source

Effects of fiscal credibility on sovereign risk: evidence using comprehensive credit rating measures

International Journal of Emerging Markets, 2022
Gabriel Montes
exaly  

Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil

The North American journal of economics and finance, 2023
Gabriel Caldas Montes, João Pedro Neves Maia   +1 more
semanticscholar   +1 more source