In this paper we apply a novel approach to identifying the qualitative judgement of the rating committee in sovereign credit ratings. We extend the traditional regression with new measures - sentiment and subjectivity scores - obtained by textual sentiment analysis methods. By using an ordered...

In this paper we apply a novel approach to identifying the qualitative judgement of the rating committee in sovereign credit ratings. We extend the traditional regression with new measures sentiment and subjectivity scores - obtained by textual sentiment analysis methods. By using an ordered...