Results 21 to 30 of about 52,482 (318)
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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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
doaj +1 more source
Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques [PDF]
Computational Economics, 2021 Sovereign credit ratings summarize the creditworthiness of countries. These ratings have a large influence on the economy and the yields at which governments can issue new debt.
B. Overes, Michel van der Wel
semanticscholar +1 more source
Credit rating announcement and bond liquidity: the case of emerging bond markets [PDF]
Journal of Economics Finance and Administrative Science, 2022 Purpose – This study examines the effect of the informational content of local credit rating announcements in emerging markets on the liquidity of their bond markets.
Amir Saadaoui +2 more
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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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Understanding sovereign credit ratings: Text-based evidence from the credit rating reports
Journal of International Financial Markets, Institutions and Money, 2023 We apply a novel approach to identifying the qualitative judgment of the rating committee in sovereign credit ratings by extending the traditional regression with new measures – sentiment and subjectivity scores – obtained by textual sentiment analysis methods.
Ursula Slapnik, Igor Lončarski
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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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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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A motivation for banks in emerging economies to adapt agency ratings when assessing corporate credit
South African Journal of Economic and Management Sciences, 2019 Background: This article considers whether South African banks should utilise the credit ratings provided by US-based credit rating agencies when assessing the creditworthiness of corporate borrowers.
Tanja Verster +4 more
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Do institutions mitigate the uncertainty effect on sovereign credit ratings?
Documento de trabajo, 2022 En un mundo económico y financiero cada vez más integrado, las calificaciones crediticias soberanas se han convertido en uno de los factores más importantes para los países que buscan acceder a fondos en el mercado internacional de bonos. En primer lugar,
Nelson R. Ramírez Rondán +2 more
semanticscholar +1 more source