Results 31 to 40 of about 52,482 (318)
Are Sovereign Credit Ratings Overrated? [PDF]
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
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Sovereign ratings: Determinants and policy implications for India
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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Sovereign credit ratings, capital flows and financial sector development in emerging markets [PDF]
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
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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Informal Sector, ICT Dynamics, and the Sovereign Cost of Debt: A Machine Learning Approach
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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This paper investigates the impact of quantitative and qualitative factors on the long-term sovereign credit ratings of nine countries that joined the European Union in 2004 (Czechia, Estonia, Hungary, Latvia, Lithuania, Malta, Poland, Slovakia, and ...
Ewa Stawasz-grabowska, J. Stawska
semanticscholar +1 more source
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
doaj +1 more source
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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Financialization and the politics of credit rating agencies in Brazilian presidential transitions
This paper analyzes credit rating agencies’ actions in Brazilian presidential transitions in the light of what is understood as financialization. It argues that the agencies, from their position in the international financial system, express and promote ...
Pedro Lange Netto Machado
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Objective: The objective of the article is to identify the determinants of the EU countries’ sovereign credit ratings with a particular focus on the impact of the euro area crisis.
Ewa Stawasz-Grabowska
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