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

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Cited: 3

Citations received by this document

Cites: 24

References cited by this document

Cocites: 20

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. 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.

    Full description at Econpapers || Download paper

  2. Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes. (2015). Apergis, Nicholas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:54-62.

    Full description at Econpapers || Download paper

  3. 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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References

References cited by this document

  1. Alsakka, R. and ap Gwilym, O., 2010a, A random effects ordered probit model for rating migrations, Finance Research Letters, forthcoming.

  2. Alsakka, R. and ap Gwilym, O., 2010b, Split emerging sovereign ratings and rating migration, Emerging Markets Review, forthcoming.

  3. Alsakka, R., ap Gwilym, O., 2009, Heterogeneity of sovereign rating migrations in emerging countries, Emerging Markets Review 10, 151165.

  4. Bangia, A., Diebold, F., Schuermann, T., 2002, Ratings migration and the business cycle, with application to credit portfolio stress testing, Journal of Banking and Finance 26, 445-472.

  5. Beers, D. 2008, The future of sovereign credit ratings, Standard and Poor’s.
    Paper not yet in RePEc: Add citation now
  6. Bennell, J., Crabbe, D., Thomas, S., ap Gwilym, O., 2006, Modelling sovereign credit ratings: neural networks versus ordered probit, Expert Systems with Applications 30, pp. 415-425.
    Paper not yet in RePEc: Add citation now
  7. Biglaiser, G., Hicks, B., Huggins, C., 2008, Sovereign bond and democratic advantage: portfolio investment in the developing world, Comparative Political Studies 41, 1092-1116.
    Paper not yet in RePEc: Add citation now

  8. Bissoondoyal-Bheenick, E., 2005, An analysis of the determinants of sovereign ratings, Global Finance Journal 15, 251-280.

  9. Brewer, L., Rivoli, P., 1990, Politics and perceived country creditworthiness in international banking, Journal of Money, Credit and Banking 22, 357369.

  10. Brooks, R., Faff, R., Hillier, D., Hillier, J., 2004, The national market impact of sovereign rating changes, Journal of Banking and Finance 28, 233-250.

  11. Cantor, R., Packer, F., 1996, Determinants and impact of sovereign credit ratings, Federal Reserve Bank of New York Economic Policy Review, October, 1-15.

  12. FitchRatings, 2007, Fitch sovereign ratings: rating methodology, FitchRatings.
    Paper not yet in RePEc: Add citation now

  13. Fuertes, A., Kalotychou, E., 2007, On sovereign credit migration: A study of alternative estimators and rating dynamics, Computational Statistics and Data Analysis 51, 3448-3469.

  14. Hu, T., Kiesel, R., Perraudin, W., 2002, The estimation of transition matrices for sovereign credit ratings, Journal of Banking and Finance 26, 1383-1406.

  15. Kadam, A., Lenk, P., 2008, Bayesian inference for issuer heterogeneity in credit ratings migration, Journal of Banking and Finance 32, 2267-2274.

  16. Lee, H., 1993, Relative importance of political instability and economic variables on perceived country creditworthiness, Journal of International Business Studies, 4th Quarter, 801-812.

  17. Mellios, C., Paget-Blanc, E., 2006, Which factors determine sovereign credit ratings?, European Journal of Finance 12, 361-377.

  18. Monfort, B., Mulder, C., 2000, Using credit ratings for capital requirements on lending to emerging market economies: possible impact of a new Basel Accord, IMF Working Paper, No. 69, International Monetary Fund.

  19. Mulder, C., Perrelli, R., 2001, Foreign currency credit ratings for emerging market economies, IMF Working Paper, No. 191, International Monetary Fund.

  20. Nickell, P., Perraudin, W., Varotto, S., 2000, Stability of rating transitions, Journal of Banking and Finance 24, 203–227.

  21. Trevino, L., Thomas, S., 2000, Systematic differences in the determinants of foreign currency sovereign ratings by rating agency, Working paper, University of Southampton, UK, 2000.

  22. Trevino, L., Thomas, S., 2001, Local versus foreign currency ratings: what determines sovereign transfer risk?, The Journal of Fixed Income 11, 6576.
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  23. Truglia, T., Cailleteau, P., 2006, A guide to Moody’s sovereign ratings, Special Comments, Moody’s Investors Service.
    Paper not yet in RePEc: Add citation now
  24. Wyss, D., 2006, Developing countries are actually developing, Standard and Poor’s Research, New York.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. 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.

    Full description at Econpapers || Download paper

  2. From revenue to safety: Rating agencies have changed their concerns after the crisis. (2021). Shen, Chung-Hua ; Huang, Yu-Li.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000822.

    Full description at Econpapers || Download paper

  3. Is solicitation status related to rating conservatism and rating quality?. (2021). Moreira, Fernando ; Zhao, Sheng ; Wang, Tong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000603.

    Full description at Econpapers || Download paper

  4. Ratings matter: Announcements in times of crisis and the dynamics of stock markets. (2020). Rosati, Nicoletta ; Bellia, Mario ; Oliveira, Vasco ; Matos, Pedro Verga.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300460.

    Full description at Econpapers || Download paper

  5. Ratings matter: announcements in times of crisis and the dynamics of stock markets. (2019). Rosati, Nicoletta ; Bellia, Mario ; Oliviera, Vasco ; Matos, Pedro Verga.
    In: Working Papers.
    RePEc:jrs:wpaper:201908.

    Full description at Econpapers || Download paper

  6. 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.
    RePEc:bis:biswps:704.

    Full description at Econpapers || Download paper

  7. On the foundations of corporate social responsibility. (2017). Renneboog, Luc ; Liang, Hao.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:c6821f0a-e7f0-41da-adba-13b639ae6ca8.

    Full description at Econpapers || Download paper

  8. Fuel for life: Domestic cooking fuels and womens health in rural China?. (2016). Sousa-Poza, Alfonso ; Nie, Peng ; Xue, Jianhong .
    In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
    RePEc:zbw:hohdps:082016.

    Full description at Econpapers || Download paper

  9. Banking Soundness Indicators and Sovereign Risk in Time of Crisis: The Case of the European Union. (2016). Fernandez-Aguado, Pilar Gomez ; Partal-Urea, Antonio ; Parrado-Martinez, Purificacion .
    In: The World Economy.
    RePEc:bla:worlde:v:39:y:2016:i:8:p:1172-1193.

    Full description at Econpapers || Download paper

  10. Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes. (2015). Apergis, Nicholas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:54-62.

    Full description at Econpapers || Download paper

  11. Usefulness of Financial Soundness Indicators for risk assessment: The case of EU member countries. (2014). Urea, Antonio Parta ; Parrado-Martinez, Purificacion ; Fernandez-Aguado, Pilar Gomez .
    In: Working Papers.
    RePEc:pab:fiecac:14.01.

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  12. 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.

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  13. 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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  14. The Foundations of Corporate Social Responsibility (replaced by CentER DP 2014-069). (2013). Renneboog, Luc ; Renneboog, L. D. R., ; Liang, H.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:16b08907-926a-4eab-bbde-82149ffbfbfd.

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  15. The Foundations of Corporate Social Responsibility (replaced by CentER DP 2014-069). (2013). Renneboog, Luc ; Liang, H. ; Renneboog, L. D. R., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:16b08907-926a-4eab-bbde-82149ffbfbfd.

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  16. Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis. (2013). Hutchison, Michael ; Binici, Mahir ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19125.

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  17. 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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  18. Determinants of capital inflows into Asia: The relevance of contagion effects as push factors. (2010). Lahet, Delphine ; Brana, Sophie.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:3:p:273-284.

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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Authors registered in RePEc who have wrote about the same topic

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