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Sovereign ratings and their asymmetric response to fundamentals
Broto, Carmen; Molina, Luis - 2014
Persistent link: https://www.econbiz.de/10011783083
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How do rating agencies score in predicting firm performance
Löffler, Gunter (contributor); Posch, Peter N. (contributor) - 2007
We use dynamic panel analysis to examine whether credit rating agencies achieve what they claim to achieve, namely … ; Predictive ability ; Dynamic Panel Model …
Persistent link: https://www.econbiz.de/10003634013
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Sovereign credit rating mismatches
Afonso, António; Albuquerque, André - In: Notas económicas 46 (2018), pp. 49-70
Persistent link: https://www.econbiz.de/10012116192
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Determinants of credit ratings : evidence from panel discrete model
Oskonbaeva, Zamira - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 240-247
Persistent link: https://www.econbiz.de/10012423761
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The joint dynamics of sovereign ratings and government bond yields
Shagi, Makram el-; Schweinitz, Gregor von - 2016
a transitory state for all but the very worst ratings. We use a bivariate semiparametric dynamic panel model to …
Persistent link: https://www.econbiz.de/10011482939
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Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?
Kräussl, Roman - 2012
financial stability in emerging market economies. The event study and panel regression results indicate that credit rating …
Persistent link: https://www.econbiz.de/10012755824
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Sovereign credit ratings and CDS spreads in emerging Europe
Dopierała, Łukasz; Ilczuk, Daria; Wojciechowski, Liwiusz - In: Equilibrium : quarterly journal of economics and … 15 (2020) 3, pp. 419-438
Persistent link: https://www.econbiz.de/10012286453
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The nonlinear relationship between public debt and sovereign credit ratings
Hadzi-Vaskov, Metodij; Ricci, Luca Antonio - 2019
This study investigates the nonlinear relationship between public debt and sovereign credit ratings, using a wide sample of over one hundred advanced, emerging, and developing economies. It finds that: i) higher public debt lowers the probability of being placed in a higher rating category; ii)...
Persistent link: https://www.econbiz.de/10012102166
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A motivation for banks in emerging economies to adapt agency ratings when assessing corporate credit
Verster, Tanja; De Jongh, Riaan; Greenberg, Simon; … - In: South African journal of economic and management sciences 22 (2019) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10012177975
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Credit rating announcement and bond liquidity : the case of emerging bond markets
Saadaoui, Amir; Elammari, Anis; Kriaa, Mohamed - In: Journal of economics, finance & administrative science 27 (2022) 53, pp. 86-104
countries for the period from July 2009 to July 2017. Panel data were collected from the Datastream database. Findings This …
Persistent link: https://www.econbiz.de/10013382185