Results 11 to 20 of about 30,138 (252)
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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Default, currency crises, and sovereign credit ratings [PDF]
The World Bank Economic Review, 2002 Sovereign credit ratings play an important part in determining countries’ access to international capital markets and the terms of that access. In principle, there is no reason to expect that sovereign credit ratings should systematically predict ...
Reinhart, Carmen
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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 ...
Eliasson, Ann-Charlotte
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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 +3 more
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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
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
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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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Are sovereign ratings by CRAs consistent? [PDF]
Panoeconomicus, 2018 This study is an attempt to compare and contrast the credit ratings granted by prominent agencies, the so-called Big Three namely S&P, Moody’s and Fitch, that dominate the market.
Saka Hami, Orhan Mehmet
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Sovereign credit ratings, market volatility, and financial gains [PDF]
Computational Statistics & Data Analysis, 2014 The reaction of EU bond and equity market volatilities to sovereign rating announcements (Standard & Poor’s, Moody’s, and Fitch) is investigated using a panel of daily stock market and sovereign bond returns.
Afonso, António +2 more
core +7 more sources