Results 21 to 30 of about 30,138 (252)
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
doaj +1 more source
Are Sovereign Credit Ratings Overrated? [PDF]
Comparative Economic Studies, 2017 In this paper we examine the relevance of changes in sovereign credit rating for the borrowing cost of EU countries. Our results indicate that discretionary credit rating announcements are only of limited economic importance for the borrowing cost of these countries.
Davor Kunovac, Rafael Ravnik
openaire +1 more source
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
doaj +1 more source
Sovereign credit ratings, capital flows and financial sector development in emerging markets [PDF]
, 2007 How does the sovereign credit ratings history provided by independent ratings agencies affect domestic financial sector development and international capital inflows to emerging countries?
Kim, S, Wu, E
core +1 more source
A critique on the proposed use of external sovereign credit ratings in Basel II [PDF]
, 2003 This paper deals with the proposed use of sovereign credit ratings in the "Basel Accord on Capital Adequacy" (Basel II) and considers its potential effect on emerging markets financing.
Kräussl, Roman
core +2 more sources
Sovereign Credit Ratings and Asian Financial Markets
E+M Ekonomie a Management, 2021 Each region/country seeks to become more efficient to gain the confidence of potential investors. Most of the Asian economies are categorized as emerging markets, where the role of financial markets has even become more intensified to provide financial services to increasing economic and financial activities.
Pervaiz, Khansa +4 more
openaire +3 more sources
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
doaj +1 more source
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
doaj +1 more source
The role of sovereign credit ratings in fiscal discipline [PDF]
Emerging Markets Review, 2016 This paper investigates several aspects of the relationship between sovereign credit ratings and fiscal discipline. The analysis of over one thousand country-year observations for 93 countries during the 1999-2010 period reveals that a country's debt level is likely to increase with higher ratings, confirming the existence of pro-cyclicality and path ...
Duygun, M., Ozturk, H., Shaban, M.
openaire +3 more sources
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
doaj +1 more source