Results 1 to 10 of about 358 (143)
Modelling sovereign credit ratings and assessing the impartiality: A case study of China. [PDF]
PLoS ONE, 2023 The post-COVID-19 era presents a looming threat of global debt, elevating concerns regarding sovereign credit ratings worldwide. This study develops a new index system, divides the rating variables into long- and short-term factors, performs rating ...
Min Su
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The relationship between sovereign credit rating changes and firm risk [PDF]
Heliyon, 2023 Sovereign credit ratings, extensively studied for their influence on macroeconomics and country risk, have been less explored in the context of their impact on individual firms.
Chong-Chuo Chang +3 more
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Sovereign credit ratings during the COVID-19 pandemic. [PDF]
Int Rev Financ Anal, 2021 Using 603 sovereign rating actions by the three leading global rating agencies between January 2020 and March 2021, this paper shows that the severity of sovereign ratings actions is not directly affected by the intensity of the COVID-19 health crisis (proxied by case and mortality rates) but through a mechanism of its negative economic repercussions ...
Tran Y +4 more
europepmc +5 more sources
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
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Sovereign Credit Rating Mismatches
Notas Económicas, 2018 We study the factors behind ratings mismatches in sovereign credit ratings from different agencies, for the period 1980‑‑2015. Using random effects ordered and simple probit approaches, we find that structural balances and the existence of a default in ...
António Afonso, André Albuquerque
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Sovereign Credit Rating Announcements and Baltic Stock Markets [PDF]
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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Determination of Sovereign Credit Rating Model for European Countries [PDF]
Financial Markets, Institutions and Risks, 2021 Credit rating agencies play a key role in financial markets, as they help to reduce asymmetric information among market participants via credit ratings. The credit ratings determined by the credit rating agencies reflect the opinion of whether a country ...
Isik Akin
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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
openaire +2 more sources
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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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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