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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
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INVESTIGATING THE DETERMINANTS OF LONG-RUN SOVEREIGN RATING [PDF]
Financial Studies, 2014 The significance of sovereign rating for local and international investors is essential because in recent period many countries had problems concerning the payment of public loans.
Emilian - Constantin MIRICESCU
doaj
Sovereign Credit Rating Announcements and Baltic Stock Markets
Organizations and Markets in Emerging Economies, 2011 This study examines whether sovereign credit rating announcements convey price relevant information to investors in Baltic stock markets, and tests the degree of anticipation and price reaction.
Asta Klimavičienė
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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
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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
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What 'Hides' Behind Sovereign Debt Ratings? [PDF]
SSRN Electronic Journal, 2007 In this paper we study the determinants of sovereign debt credit ratings using rating notations from the three main international rating agencies, for the period 1995-2005. We employ panel estimation and random effects ordered probit approaches to assess the explanatory power of several macroeconomic and public governance variables.
António Afonso +2 more
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KEY DETERMINANTS OF LITHUANIA’S SOVEREIGN CREDIT RATING
Ekonomika, 2011 The topic concerning the determinants affecting sovereign credit ratings of a country became extremely relevant after the recent economic turbulence which brought relentless downgrades, especially for Central and Eastern European (CEE) countries in their
Aušra Pačebutaitė
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Ordered Response Models for Sovereign Debt Ratings [PDF]
SSRN Electronic Journal, 2006 Using ordered logit and probit plus random effects ordered probit\ud approaches, we study the determinants of sovereign debt ratings.\ud We found that the last procedure is the best for panel data as it takes into account the additional cross-section error.
António Afonso +2 more
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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
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Impact of Sovereign Credit Rating Disclosure on Chinese Financial Market
SAGE Open, 2022 The sustainable economic role of the financial markets is essential for a trade-dependent economy such as China. Notably, the Chinese financial market has shown some unpleasant trends over the past two decades, coupled with the mounting national debt ...
Chunling Li +4 more
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