Results 81 to 90 of about 38,731 (202)

Shadow sovereign ratings for unrated developing countries [PDF]

The authors attempt to predict sovereign ratings for developing countries that do not have risk ratings from agencies such as Fitch, Moody's, and Standard and Poor's.
De, Prabal, Mohapatra, Sanket, Ratha, Dilip   +2 more
core  

Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis [PDF]

This paper examines the spillover effects of sovereign rating news on European financial markets during the period 2007-2010. Our main finding is that sovereign rating downgrades have statistically and economically significant spillover effects both ...
Amadou Sy, Bertrand Candelon, Rabah Arezki   +2 more
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Algebraic Combinatorics in Financial Data Analysis: Modeling Sovereign Credit Ratings for Greece and the Athens Stock Exchange General Index

AppliedMath
This study investigates the relationship between sovereign credit rating transitions and domestic equity market performance, focusing on Greece from 2004 to 2024. Although credit ratings are central to sovereign risk assessment, their immediate influence
Georgios Angelidis, Vasilios Margaris
doaj   +1 more source

Sovereign Bonds and Socially Responsible Investment [PDF]

While the literature on Socially Responsible Investment (SRI) is mainly focused on the stock market, little attention has been paid to SRI in sovereign bonds.
Bastien Drut
core  

Directional Mobility of Ratings [PDF]

In this paper we describe a method to decompose a well-known measure of debt ratings mobility into it’s directional components. We show, using sovereign debt ratings as an example, that this directional decomposition allows us to better understand the ...
John S. Landon-Lane, Sumon Bhaumik
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A new approach to K-nearest neighbors distance metrics on sovereign country credit rating

Kuwait Journal of Science
This study introduces feature importance K-nearest neighbors (FIKNN), an innovative adaptation of the K-nearest neighbors (KNN) algorithm tailored for classifying sovereign country credit ratings.
doaj   +1 more source

Do Major Financial Crises Provide Information on Sovereign Risk to the Rest of the World? A Look at Credit Default Swap Markets. [PDF]

The financial innovations of the late 1990s have led to the emergence of a significant number of new instruments, in particular in the market for hedging credit risk.
Didier Cossin, Gero Jung
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Understanding sovereign rating movements in euro area countries

, 2017
This paper investigates the link between sovereign ratings and macroeconomic fundamentals for a group of euro area countries which recorded rating downgrades amid the euro area sovereign debt crisis.
Brůha, Jan, Karber, Moritz, Pierluigi, Beatrice, Setzer, Ralph   +3 more
core   +1 more source

Sovereign ratings and finance ministers’ characteristics

, 2019
This paper empirically assesses the effect of a newly-compiled set of finance ministers´ characteristics on the setting by rating agencies of the long-term sovereign rating notations. Using a sample of 26 EU countries between 1980-2012, we find that the existence of more focused delegation-oriented fiscal framework, the Minister of Finance being a ...
Afonso, António, Jalles, João Tovar
openaire   +2 more sources

The risks from climate change to sovereign debt. [PDF]

Clim Change, 2022
Zenios SA.
europepmc   +1 more source