Results 301 to 310 of about 52,482 (318)

Statistical Properties of Sovereign Credit Ratings

SSRN Electronic Journal, 2001
The sovereign credit rating is a key determinant of the cost and availability of international financing for an economy. This paper models ratings as a function of expected repayment capacity, derives testable hypotheses, and conducts a statistical analysis based of the ratings awarded by Institutional Investor.
openaire   +1 more source

Sovereign Credit Ratings under Fiscal Uncertainty

SSRN Electronic Journal, 2018
This paper studies the response of credit rating agencies to an increase in uncertainty about a government's fiscal position. To that end, a measure of the uncertainty around official forecasts of the public budget deficit is constructed that is comparable across time and a range of advanced economies.
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Importance of ESG factors in sovereign credit ratings

Finance Research Letters, 2022
Edouard Pineau, P. Le, Rémy Estran
semanticscholar   +1 more source

Impact of Sovereign Credit Ratings on Systemic Risk and the Moderating Role of Regulatory Reforms: An International Investigation

Journal of Banking & Finance, 2022
Irfan Ullah Sahibzada, M. Rizwan, A. Qureshi   +2 more
semanticscholar   +1 more source

The logics of sovereign credit ratings in developed and developing countries

Research In International Business and Finance, 2022
Sebastian Wüste
semanticscholar   +1 more source

Forecasting Sovereign Credit Ratings Using Differential Evolution and Logic Aggregation in IBA Framework

Intelligent and Fuzzy Techniques for Emerging Conditions and Digital Transformation, 2021
Srđan Jelinek, Pavle Milošević, Aleksandar Rakićević, B. Petrović   +3 more
semanticscholar   +1 more source

Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries

Journal of Economics and Business, 2021
Seyed Alireza Athari, Mehmet Kondoz, D. Kırıkkaleli   +2 more
semanticscholar   +1 more source

Determinants of sovereign credit rating and credit rating agencies faults

Sarajevo business and economics review, 2014
Credit rating agencies are prominent actors on world financial market, as they make decisions on country’s credit rating which determines general investment climate and influences economic progress and general economic stability of a country. The aim of this paper is to determine key factors in defining country’s credit rating in the period before ...
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Creditworthy: Do Climate Change Risks Matter for Sovereign Credit Ratings?

Social Science Research Network
Lorenzo Cappiello, G. Ferrucci, Angela Maddaloni, Veronica Veggente   +3 more
semanticscholar   +1 more source

The impact of sovereign credit ratings on Eurobond yields: Evidence from Africa

, 2021
Tatonga Gardner Rusike, I. Alagidede
semanticscholar   +1 more source