Results 21 to 30 of about 1,920 (305)
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 +2 more
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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 +4 more
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İktisat Politikası Araştırmaları Dergisi, 2021 Sovereign credit ratings have gained importance in financial markets. Sovereign ratings have the function of providing necessary information in a common language between market participants who need funds and investors.
Merve Kırkıl
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Indonesian Capital Market Review, 2013 Getting sovereign credit rating upgrades and achieving investment grade status are main goals for countries in order to gain lower yield spread and cost of borrowing.
Dwi Anggi Novianti +1 more
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Sovereign Credit Ratings Analysis Using the Logistic Regression Model
Risks, 2022 This study is an empirical analysis of sovereign credit ratings (SCR) in South Africa (SA) using Logistic Regression (LR) to identify their determinants and forecast SCRs.
Oliver Takawira, John W. Muteba Mwamba
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The Country Ceiling and Sovereign Rating Relationship Exemplified by the Case of Poland
Acta Universitatis Lodziensis. Folia Oeconomica, 2021 The aim of the article is to answer the question whether the ratings of entities registered in Poland are limited by the sovereign rating of the country.
Paweł Niedziółka
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Financialization, credit rating agencies, and “policy space”: The Brazilian experience [PDF]
Brazilian Journal of Political Economy, 2023 This paper analyzes the restrictions imposed by financialization on domestic policy space, especially in emerging economies, in light of the actions of credit rating agencies.
PEDRO LANGE NETTO MACHADO +1 more
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Are Sovereign Credit Ratings Overrated? [PDF]
Comparative Economic Studies, 2017 In this paper we examine the relevance of changes in sovereign credit rating for the borrowing cost of EU countries. Our results indicate that discretionary credit rating announcements are only of limited economic importance for the borrowing cost of these countries.
Davor Kunovac, Rafael Ravnik
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Sovereign Credit Ratings in Latin America and the Caribbean: History and Impact on Bond Spreads
Economía, 2019 In this study, we examine the history of sovereign credit ratings in Latin America and the Caribbean, the evolution of credit quality, and the relationship between rating changes and the cost of accessing external financing as reflected in the behavior ...
Inés Bustillo +2 more
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Sovereign Credit Rating Announcements and Baltic Stock Markets
Organizations and Markets in Emerging Economies, 2011 This study examines whether sovereign credit rating announcements convey price relevant information to investors in Baltic stock markets, and tests the degree of anticipation and price reaction.
Asta Klimavičienė
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