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The relationship between sovereign credit rating changes and firm risk [PDF]
Heliyon, 2023 Sovereign credit ratings, extensively studied for their influence on macroeconomics and country risk, have been less explored in the context of their impact on individual firms.
Chong-Chuo Chang +3 more
doaj +2 more sources
Modelling sovereign credit ratings and assessing the impartiality: A case study of China. [PDF]
PLoS ONE, 2023 The post-COVID-19 era presents a looming threat of global debt, elevating concerns regarding sovereign credit ratings worldwide. This study develops a new index system, divides the rating variables into long- and short-term factors, performs rating ...
Min Su
doaj +2 more sources
Sovereign rating after private and official restructuring. [PDF]
Econ Lett, 2020 This paper studies the relationship between sovereign debt (final) restructuring and sovereign ratings, by distinguishing between commercial and official debt and by considering the creditors’ loss (haircut).
Marchesi S, Masi T.
europepmc +2 more sources
Sovereign Credit Rating Mismatches
Notas Económicas, 2018 We study the factors behind ratings mismatches in sovereign credit ratings from different agencies, for the period 1980‑‑2015. Using random effects ordered and simple probit approaches, we find that structural balances and the existence of a default in ...
António Afonso, André Albuquerque
doaj +5 more sources
Sovereign Rating Analysis through the Dominance-Based Rough Set Approach
Foundations of Computing and Decision Sciences, 2020 The classifications of risk made by international rating agencies aim at guiding investors when it comes to the capacity and disposition of the evaluated countries to honor their public debt commitments.
Couto Ayrton Benedito Gaia Do +1 more
doaj +2 more sources
Journal of International Financial Markets, Institutions and Money, 2021 In order to identify novel qualitative determinants of transitions in sovereign credit ratings, we construct six different textual sentiment and subjectivity measures using dictionary-based, and machine learning approaches on sovereign credit rating ...
Igor Loncarski
exaly +2 more sources
The shadow economy: a relevant factor for investment decisions in selected European Union countries [PDF]
Financial Theory and Practice, 2015 The estimation of sovereign risk indicators has a key role for the investment decisions. We were witnesses of inaccurate ratings before the last economic crisis, which altered significantly the results expected by many investors.
Miroslava Kostova Karaboytcheva +1 more
doaj +5 more sources
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
António Afonso +2 more
core +8 more sources
Shadow Sovereign Ratings [PDF]
Economic Premise, 2011 Sovereign ratings are a necessary condition for countries to fully access international capital. Even if the sovereign government is not issuing bonds, the sovereign rating often acts as a ceiling for the private sector and can influence its ...
Canuto, Otaviano +2 more
core +2 more sources
Sovereign credit ratings [PDF]
, 2002 This paper describes sovereign credit ratings in emerging markets both for a specific year and over time, using quantitative explanatory variables. It turns out that rating adjustments have been worse than what economic fundamentals justify for some ...
Eliasson, Ann-Charlotte
core +6 more sources