Results 271 to 280 of about 52,482 (318)

Do sovereign credit ratings matter for corporate credit ratings?

Annals of Operations Research, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cheikh, Nidhaleddine Ben   +3 more
openaire   +3 more sources

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

SSRN Electronic Journal, 2019
In this paper we apply a novel approach to identifying the qualitative judgement of the rating committee in sovereign credit ratings. We extend the traditional regression with new measures - sentiment and subjectivity scores - obtained by textual sentiment analysis methods.
Ursula Slapnik, Igor Lončarski
openaire   +2 more sources

Predicting sovereign credit ratings for portfolio stress testing

Journal of Risk Management in Financial Institutions, 2021
This paper analyses the relationship between macroeconomic and credit cycles. It is not a straightforward relationship, particularly in sovereign credit assessment.
Jonas de Oliveira Campino   +3 more
semanticscholar   +1 more source

Politicians and sovereign credit ratings

SSRN Electronic Journal, 2020
Using a unique hand collected sample of professional connections between finance ministers and the directors and top executives of the three largest credit rating agencies for 38 European sovereigns between January 2000 and November 2017, we show that professional connections result in higher sovereign ratings.
Patrycja Klusak   +2 more
openaire   +1 more source

Do sovereign credit ratings matter? The relationship between ratings and capital flows before and after the great recession

Applied Economics Letters, 2021
We examine the relationship between sovereign credit ratings and international equity and bond inflows pre- and post-Great Recession using 1996–2016 annual data for 53 countries.
R. Baumann   +2 more
semanticscholar   +1 more source

Sovereign credit ratings, relative risk ratings and private capital flows: evidence from emerging and frontier markets

, 2021
Purpose Relative risk ratings measure the degree by which a country’s sovereign rating is better or worse than other countries (Basu et al., 2013). However, the literature on the impacts of sovereign ratings on capital flows has not covered the role of ...
Supriyo De   +2 more
semanticscholar   +1 more source

Determinants of Estonian sovereign credit rating [PDF]

open access: possible, 2001
The paper focuses on sovereign credit ratings assigned to Estonia and analyses their possible determinants. The first chapter gives an overview of different rating agencies and the methodology they use in rating process. Besides that the interpretation, comparability and explanatory power of different ratings are analysed.
Andres Vesilind   +2 more
openaire   +1 more source

Leading from Behind: Sovereign Credit Ratings during COVID-19 Pandemic

Social Science Research Network, 2021
Using 311 sovereign rating actions by the three leading global rating agencies between January and August 2020, we show that severity of sovereign ratings actions is not affected by the intensity of the COVID-19 health crisis (proxied by case and ...
Y. Tran   +4 more
semanticscholar   +1 more source

The Nexus Between Biodiversity and Sovereign Credit Ratings: Global Environmental and Economic Interdependencies from a Sustainability Perspective

Sustainability
This study explores the nuanced relationship between biodiversity and sovereign credit ratings, underscoring the link between environmental sustainability and economic resilience.
A. Şeker, Mahmut Kadir İşgüven
semanticscholar   +1 more source

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