Results 11 to 20 of about 433 (215)
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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A Novel IBA-DE Hybrid Approach for Modeling Sovereign Credit Ratings
Mathematics, 2022 Nowadays, the sovereign credit rating is not only an index of a country’s economic performance and political stability but also an overall indicator of development and growth, as well as the trust factor that is associated with the country.
Srđan Jelinek +4 more
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Sovereign ratings: Determinants and policy implications for India
IIMB Management Review, 2018 This paper studies sovereign rating models of Moody's, Standard & Poor's (S&P) and Fitch to identify important determinants of sovereign ratings. Ordered logit and probit are employed to check for robustness of empirical results.
Sanjay Sehgal +3 more
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IEEE Access, 2019 Our research aims to develop the regime switching Markov chain (RSMC), a discrete time Markov chain whose underlying regime is depending on a hidden Markov model, which express the dynamics of sovereign credit rating migration.
Sung Youl Oh +3 more
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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 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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RUDN Journal of Economics, 2020 This paper analyzes methodologies of credit rating assessment of major rating agencies, with the focus on Fitch Ratings (Fitch). The methodology data were collected from Fitch Ratings.
Elena M. Grigorieva, Darko Vukovic
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Informal Sector, ICT Dynamics, and the Sovereign Cost of Debt: A Machine Learning Approach
Computation, 2023 We examine the main effects of ICT penetration and the shadow economy on sovereign credit ratings and the cost of debt, along with possible second-order effects between the two variables, on a dataset of 65 countries from 2001 to 2016. The paper presents
Apostolos Kotzinos +2 more
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Вісник Харківського національного університету імені В.Н. Каразіна: Серія Міжнародні відносини, економіка, країнознавство, туризм, 2019 The article investigates the state of the Eurozone countries’ financial security in the context of the world economic environment globalization. For the purpose of this, financial security is considered in terms of institutional, instrumental, and ...
Nataliia Goncharenko +3 more
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