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Variations in sovereign credit quality assessments across rating agencies. (2010). faff, robert ; Brooks, Robert ; Hill, Paula.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:34:y:2010:i:6:p:1327-1343.

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  1. Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; Tatoutchoup, Didier ; ben Hmiden, Oussama ; Avele, Donatien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

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  2. The informational content of sovereign credit rating: another look. (2023). Chebbi, Tarek ; Nakai, Fathi.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00311-6.

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  3. Non-Linear Determinants of Developing Countries’ Sovereign Ratings: Evidence from a Panel Threshold Regression (PTR) Model. (2023). Mabrouk, Fatma ; Nouira, Ridha ; ben Mim, Sami.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:4:p:3390-:d:1066528.

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  4. Understanding sovereign credit ratings: Text-based evidence from the credit rating reports. (2023). Lonarski, Igor ; Slapnik, Ursula.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001063.

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  5. Behavioral implications of sovereign ceiling doctrine for the access to credit by firms. (2023). faff, robert ; Riaz, Yasir ; Shahab, Yasir ; Shehzad, Choudhry Tanveer.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003812.

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  6. Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul.
    In: Journal of Business Finance & Accounting.
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  7. Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC. (2022). Muoz, Carlos Salvador ; Cuadros-Solas, Pedro Jesus.
    In: Research in International Business and Finance.
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  8. Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation. (2022). Qureshi, Anum ; Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002345.

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  9. Fiscal uncertainty and sovereign credit risk. (2022). Hantzsche, Arno.
    In: European Economic Review.
    RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001453.

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  10. .

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  11. Trust Us to Repay: Social Trust, Long?Term Interest Rates, and Sovereign Credit Ratings. (2021). Bjørnskov, Christian ; Bergh, Andreas.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:5:p:1151-1174.

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  12. Do sovereign credit ratings matter for corporate credit ratings?. (2021). Ben Cheikh, Nidhaleddine ; Boubaker, Sabri ; ben Hmiden, Oussama ; ben Zaied, Younes .
    In: Annals of Operations Research.
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  13. Do sovereign ratings cause instability in cross-border emerging CDS markets?. (2021). Gonzalez-Urteaga, Ana ; Ballester, Laura.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:72:y:2021:i:c:p:643-663.

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  14. On the information content of sovereign credit rating reports: Improving the predictability of rating transitions?. (2021). Lonarski, Igor ; Slapnik, Ursula.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000639.

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  15. The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts. (2020). Shen, Jianfu.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00868-7.

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  16. Sovereign credit news and disagreement in expectations about the exchange rate: evidence from Brazil. (2020). Montes, Gabriel Caldas ; Pacheco, Diego Silveira.
    In: Journal of Economic Studies.
    RePEc:eme:jespps:jes-10-2019-0483.

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  17. Sovereign ratings and national culture. (2020). Partington, Graham ; Dang, Huong .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19304743.

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  18. Coups d’état and the cost of debt. (2020). BALIMA, HIPPOLYTE.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:48:y:2020:i:3:p:509-528.

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  19. The rating spillover from banks to sovereigns: An empirical investigation across the European Union. (2020). Trautwein, Hans-Michael ; Shi, Yukun ; Prokop, Jorg ; Hu, Haoshen.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119302690.

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  20. Stigma or cushion? IMF programs and sovereign creditworthiness. (2020). Lang, Valentin ; Gehring, Kai.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:146:y:2020:i:c:s0304387820300821.

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  21. Determinantes del rating soberano: el caso de Chile. (2020). Hitschfeld, Mauricio ; Gallardo, Natalia.
    In: Working Papers Central Bank of Chile.
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  22. Structural factors, global shocks and sovereign debt credit ratings. (2019). Uribe-Teran, Carlos ; Mosquera, Santiago.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:1:d:10.1007_s12197-018-9435-0.

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  23. Comparison of Country Ratings of Credit Rating Agencies with MOORA Method. (2019). Basar, Ozlem Deniz ; Genc, Elif Guneren.
    In: Business and Economics Research Journal.
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  24. Central bank transparency and sovereign risk ratings: a panel data approach. (2019). Montes, Gabriel ; Pacheco, Diego Silveira.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:16:y:2019:i:2:d:10.1007_s10368-017-0394-2.

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  25. Determinants of Sovereign Credit Ratings in Emerging Markets. (2019). Akintunde, Adeola E ; Osobajo, Oluyomi A.
    In: International Business Research.
    RePEc:ibn:ibrjnl:v:12:y:2019:i:5:p:142-166.

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  26. Sovereign Ratings and Finance Ministers Characteristics. (2019). Jalles, Joao ; Afonso, Antonio.
    In: Economics Bulletin.
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  27. Determinants of the distance between sovereign credit ratings and sub-sovereign bond ratings: Evidence from emerging markets and developing economies. (2018). Ratha, Dilip ; Nose, Manabu ; Mohapatra, Sanket.
    In: Applied Economics.
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  28. The Effect of the Macroeconomic Determinants on Sovereign Credit Rating of Turkey. (2018). Aras, Osman Nuri ; Ozturk, Mustafa.
    In: MPRA Paper.
    RePEc:pra:mprapa:86642.

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  29. National Culture and Corporate Rating Migrations. (2018). Dang, Huong Dieu.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:4:p:130-:d:182884.

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  30. A Continuous-Time Inequality Measure Applied to Financial Risk: The Case of the European Union. (2018). Scocchera, Stefania ; Regnault, Philippe ; Damico, Guglielmo ; Storchi, Loriano.
    In: IJFS.
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  31. Financial risk distribution in European Union. (2018). Damico, Guglielmo ; Storchi, Loriano ; Scocchera, Stefania.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:505:y:2018:i:c:p:252-267.

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  32. The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57.

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  33. Do sovereign credit ratings matter for foreign direct investments?. (2018). Cai, Peilin ; Kim, Suk-Joong ; Gan, Quan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:50-64.

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  34. Room for discretion? Biased decision-making in international financial institutions. (2018). Presbitero, Andrea ; Lang, Valentin F.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:130:y:2018:i:c:p:1-16.

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  35. Stigma or Cushion? IMF Programs and Sovereign Creditworthiness. (2018). Lang, Valentin F ; Gehring, Kai.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7339.

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  36. Sovereign credit ratings and central banks: Why do analysts pay attention to institutions?. (2018). Bodea, Cristina ; Hicks, Raymond.
    In: Economics and Politics.
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  37. Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements. (2018). Miao, Evan Weicheng ; Binici, Mahir ; Hutchison, Michael M.
    In: BIS Working Papers.
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  39. Examining the Behavior of Credit Rating Agencies Post 2008 Economic Turmoil. (2017). Ari, Uslu.
    In: International Journal of Management and Economics.
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  40. Sovereign credit rating determinants: A comparison before and after the European debt crisis. (2017). Reusens, Peter ; Croux, Christophe.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:77:y:2017:i:c:p:108-121.

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  41. Understanding Rating Movements in Euro Area Countries. (2017). Setzer, Ralph ; Bruha, Jan ; Pierluigi, Beatrice ; Karber, Moritz .
    In: Working Papers.
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  42. Sovereign Credit Ratings in Developing Economies: New Empirical Assessment. (2016). Montes, Gabriel ; de Mendonça, Helder ; Mendona, Helder Ferreira .
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:21:y:2016:i:4:p:382-397.

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  43. Impacts of sovereign rating on sub-sovereign bond ratings in emerging and developing economies. (2016). Ratha, Dilip ; Nose, Manabu ; Mohapatra, Sanket.
    In: Policy Research Working Paper Series.
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  44. Sovereign defaults by currency denomination. (2016). Jeanneret, Alexandre ; Souissi, Slim .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:197-222.

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  45. Sovereign ratings and their asymmetric response to fundamentals. (2016). Molina Sánchez, Luis ; Broto, Carmen.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:130:y:2016:i:c:p:206-224.

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  46. The importance of conflicts of interest in attributing sovereign credit ratings. (2016). Gnabo, Jean-Yves ; Girard, Alexandre ; Bernal, Oscar.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:47:y:2016:i:c:p:48-66.

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  47. BEYOND THE MACROECONOMIC DETERMINANTS OF SOVEREIGN CREDIT RATINGS IN DEVELOPING ECONOMIES: A PANEL DATA ANALYSIS CONSIDERING DIFFERENT DIMENSIONS.. (2016). Montes, Gabriel ; Pacheco, Diego Silveira .
    In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting].
    RePEc:anp:en2015:049.

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  48. Modeling and Estimating Shadow Sovereign Ratings. (2015). Baresa, Suzana ; Bogdan, Sinisa ; Ivanovic, Zoran.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:404.

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  49. The credit signals that matter most for sovereign bond spreads with split rating. (2015). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Huong.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:53:y:2015:i:c:p:174-191.

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  50. Market structure and rating strategies in credit rating markets – A dynamic model with matching of heterogeneous bond issuers and rating agencies. (2015). Fischer, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:39-56.

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  51. Does sovereign creditworthiness affect bank valuations in emerging markets?. (2015). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129.

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  52. Sovereign credit ratings in the European Union: A model-based fiscal analysis. (2015). Polito, Vito ; Wickens, Michael .
    In: European Economic Review.
    RePEc:eee:eecrev:v:78:y:2015:i:c:p:220-247.

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  53. Credit Ratings and Their Information Value: Evidence from the Recent Financial Crisis. (2015). Kuvikova, Gabriela .
    In: CERGE-EI Working Papers.
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  54. Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments. (2015). Wu, Eliza ; faff, robert ; Treepongkaruna, Sirimon ; Brooks, Robert.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:42:y:2015:i:5-6:p:777-799.

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  55. Sovereign Ratings and Oil-Exporting Countries: The Effect of High Oil Prices on Ratings. (2015). Breunig, Robert ; Chia, Tse Chern .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:15:y:2015:i:1:p:113-138.

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  56. Sovereign ratings of advanced and emerging economies after the crisis. (2015). Packer, Frank ; Amstad, Marlene.
    In: BIS Quarterly Review.
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  57. The Home Bias in Sovereign Ratings. (2014). Fuchs, Andreas ; Gehring, Kai.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  58. Ratingagenturen - Fluch oder Segen? Eine kritische Bestandsaufnahme. (2014). Chiwitt, Ulrich .
    In: Arbeitspapiere der FOM.
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  59. The origin of bias in sovereign credit ratings: reconciling agency views with institutional quality. (2014). Ozturk, Huseyin.
    In: Journal of Developing Areas.
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  60. Trust Us to Repay: Social Trust, Long-Term Interest Rates and Sovereign Credit Ratings. (2014). Bergh, Andreas.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:1039.

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  61. Modelling the U.S. sovereign credit rating. (2014). Wickens, Michael ; Polito, Vito.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:202-218.

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  62. Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency. (2014). Pastor, José ; Fernández de Guevara, Juan ; Salvador, Carlos .
    In: Journal of Financial Stability.
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  63. The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union. (2014). Wu, Eliza ; Brooks, Robert ; Treepongkaruna, Sirimon ; Do, Hung Xuan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:5-20.

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  64. Sovereign ratings and their asymmetric response to fundamentals. (2014). Molina Sánchez, Luis ; Broto, Carmen.
    In: Working Papers.
    RePEc:bde:wpaper:1428.

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  65. The impact of sovereign rating actions on bank ratings in emerging markets. (2013). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:563-577.

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  66. The impact of diverse measures of default risk on UK stock returns. (2013). Chen, Jie ; Hill, Paula.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5118-5131.

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  67. How do sovereign credit rating changes affect private investment?. (2013). Chen, Hsien-Yi ; Chang, Chong-Chuo ; Yang, Shu-Ling .
    In: Journal of Banking & Finance.
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  68. Sovereign credit ratings in the European Union: a model-based fiscal analysis. (2013). Wickens, Michael ; Polito, Vito.
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  69. Sovereign debt: financial market over-reliance on credit rating agencies. (2013). Bank for International Settlements, .
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  70. The Home Bias in Sovereign Ratings. (2013). Fuchs, Andreas ; Gehring, Kai.
    In: Working Papers.
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  71. Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies Downgrades. (2012). Antonakakis, Nikolaos.
    In: MPRA Paper.
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  72. “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”. (2012). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
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  73. Sovereign credit ratings and financial markets linkages: Application to European data. (2012). Gomes, Pedro ; Furceri, Davide ; Afonso, Antonio.
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  74. Modelling the U.S. sovereign credit rating. (2012). Wickens, Michael ; Polito, Vito.
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  75. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek.
    In: Working Papers.
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  76. Rating Agencies: Role and Influence of Their Sovereign Credit Risk Assessment in the Eurozone. (2012). Eijffinger, Sylvester ; Sylvester C. W. Eijffinger, .
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  77. Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis. (2011). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Treepongkaruna, Sirimon ; Hum, Samantha .
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  78. Credit Rating Agencies. (2011). Amtenbrink, Fabian ; de Haan, Jakob.
    In: Chapters.
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  79. Handbook of Central Banking, Financial Regulation and Supervision. (2011). masciandaro, donato ; Eijffinger, Sylvester.
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  80. Analyzing the impact of credit migration in a portfolio setting. (2011). Levy, Amnon ; Wang, Yashan ; Tsaig, Yaakov .
    In: Journal of Banking & Finance.
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  81. The economic function of credit rating agencies - What does the watchlist tell us?. (2010). Bannier, Christina ; Hirsch, Christian W..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:3037-3049.

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  82. Leads and lags in sovereign credit ratings. (2010). ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2614-2626.

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  83. The Market Impact of Relative Agency Activity in the Sovereign Ratings Market. (2010). faff, robert ; Hill, Paula.
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  84. Ratings Performance, Regulation and the Great Depression: Lessons from Foreign Government Securities. (2009). Packer, Frank ; Flandreau, Marc ; Gaillard, Norbert.
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  13. Detragiache, E., Spilimbergo, A., 2001. Crises and Liquidity: Evidence and Interpretation. Working Paper, IMF.

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  18. Hamilton, D.T., Cantor, R., 2004. Rating Transitions and Defaults Conditional on Watchlist, Outlook and Rating History. Special Comment, Moody’s Investors Service.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. Non-Linear Determinants of Developing Countries’ Sovereign Ratings: Evidence from a Panel Threshold Regression (PTR) Model. (2023). Mabrouk, Fatma ; Nouira, Ridha ; ben Mim, Sami.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:4:p:3390-:d:1066528.

    Full description at Econpapers || Download paper

  2. Why they keep missing: An empirical investigation of sovereign bond ratings and their timing. (2022). von Schweinitz, Gregor ; El-Shagi, Makram ; el Shagi, Makram ; Elshagi, Makram.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:69:y:2022:i:2:p:186-224.

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  3. Sovereign ratings and national culture. (2020). Partington, Graham ; Dang, Huong .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19304743.

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  4. Why they keep missing: An empirical investigation of rational inattention of rating agencies. (2017). von Schweinitz, Gregor ; El-Shagi, Makram.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:12017.

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  5. Examining the Behavior of Credit Rating Agencies Post 2008 Economic Turmoil. (2017). Ari, Uslu.
    In: International Journal of Management and Economics.
    RePEc:vrs:ijomae:v:53:y:2017:i:4:p:61-76:n:5.

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  6. Herding Behaviour among Credit Rating Agencies. (2017). Bellot, Nicolas Jannone.
    In: Journal of Finance and Economics Research.
    RePEc:gei:jnlfer:v:2:y:2017:i:1:p:56-83.

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  7. Credit rating model development: An ordered analysis based on accounting data. (2016). Tsipouri, Lena ; Balios, Dimitris ; Thomadakis, Stavros.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:122-136.

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  8. Sovereign ratings and their asymmetric response to fundamentals. (2016). Molina Sánchez, Luis ; Broto, Carmen.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:130:y:2016:i:c:p:206-224.

    Full description at Econpapers || Download paper

  9. The origin of bias in sovereign credit ratings: reconciling agency views with institutional quality. (2014). Ozturk, Huseyin.
    In: Journal of Developing Areas.
    RePEc:jda:journl:vol.48:year:2014:issue4:pp:161-188.

    Full description at Econpapers || Download paper

  10. Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency. (2014). Pastor, José ; Fernández de Guevara, Juan ; Salvador, Carlos .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:11:y:2014:i:c:p:13-31.

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  11. Sovereign ratings and their asymmetric response to fundamentals. (2014). Molina Sánchez, Luis ; Broto, Carmen.
    In: Working Papers.
    RePEc:bde:wpaper:1428.

    Full description at Econpapers || Download paper

  12. Sovereign Asset Values and Implications for the Credit Market. (2013). Kalteier, Eva-Maria ; Posch, Peter N.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79986.

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  13. Sovereign asset values and implications for the credit market. (2013). Posch, Peter ; Kalteier, Eva-Maria .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:22:y:2013:i:2:p:53-60.

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  14. The impact of sovereign rating actions on bank ratings in emerging markets. (2013). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:563-577.

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  15. Credit cycle dependent spread determinants in emerging sovereign debt markets. (2013). Wagner, Niklas ; Thuraisamy, Kannan ; Riedel, Christoph .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:17:y:2013:i:c:p:209-223.

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  16. Foreign exchange market reactions to sovereign credit news. (2012). ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:4:p:845-864.

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  17. Sovereign credit ratings and financial markets linkages: Application to European data. (2012). Gomes, Pedro ; Furceri, Davide ; Afonso, Antonio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:3:p:606-638.

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  18. Rating agencies credit signals: An analysis of sovereign watch and outlook. (2012). ap Gwilym, Owain ; Alsakka, Rasha.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:21:y:2012:i:c:p:45-55.

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  19. Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis. (2011). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Treepongkaruna, Sirimon ; Hum, Samantha .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:13:p:997-1003.

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  20. Credit Rating Agencies. (2011). Amtenbrink, Fabian ; de Haan, Jakob.
    In: Chapters.
    RePEc:elg:eechap:14064_19.

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  21. Handbook of Central Banking, Financial Regulation and Supervision. (2011). masciandaro, donato ; Eijffinger, Sylvester.
    In: Books.
    RePEc:elg:eebook:14064.

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  22. Variations in sovereign credit quality assessments across rating agencies. (2010). faff, robert ; Brooks, Robert ; Hill, Paula.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1327-1343.

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  23. Leads and lags in sovereign credit ratings. (2010). ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2614-2626.

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  24. A random effects ordered probit model for rating migrations. (2010). ap Gwilym, Owain ; Alsakka, Rasha.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:7:y:2010:i:3:p:140-147.

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  25. Split sovereign ratings and rating migrations in emerging economies. (2010). ap Gwilym, Owain ; Alsakka, Rasha ; Al-Sakka, Rasha .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:2:p:79-97.

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  26. Sovereign Ratings and Migrations: Emerging Markets. (2010). ap Gwilym, Owain ; Alsakka, Rasha.
    In: Working Papers.
    RePEc:bng:wpaper:10009.

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  27. The Extent and Causes of Sovereign Split Ratings. (2010). ap Gwilym, Owain ; Alsakka, Rasha.
    In: Working Papers.
    RePEc:bng:wpaper:10008.

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  28. A down-and-out exchange option model with jumps to evaluate firms default probabilities in Brazil. (2009). Barbedo, Claudio Henrique da Silveira, ; Lemgruber, Eduardo Faco .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:10:y:2009:i:3:p:179-190.

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  29. .

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