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Determinants and impacts of sovereign credit ratings. (1996). Packer, Frank ; Cantor, Richard.
In: Research Paper.
RePEc:fip:fednrp:9608.

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  1. Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis. (2023). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Vinturis, Cezara.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:90:y:2023:i:1:p:156-181.

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  2. Generalized linear mixed model with bayesian rank likelihood. (2023). Liseo, Brunero ; Doroshenko, Lyubov.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:32:y:2023:i:2:d:10.1007_s10260-022-00657-y.

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  3. Does Credit Rating Revisions Affect the Price of Common Stock: A Study of Indian Capital Market. (2023). Bindal, Jai Parkash ; Bhatia, Shivangi ; Dawar, Gaurav.
    In: Business Perspectives and Research.
    RePEc:sae:busper:v:11:y:2023:i:2:p:190-209.

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  4. Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman.
    In: MPRA Paper.
    RePEc:pra:mprapa:117067.

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  5. 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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  6. Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques. (2023). Wel, Michel.
    In: Computational Economics.
    RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10245-7.

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  7. How does national culture affect the spillover effects of sovereign ratings on corporate ratings?. (2023). Jian, Jhih-Shan ; Liang, Hsin-Yu ; Ho, Amy Yueh-Fang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:671-691.

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  8. To what extent do sovereign rating actions affect global equity market sectors?. (2023). Sahibzada, Irfan Ullah.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:240-261.

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  9. Political institutions, economic uncertainty and sovereign credit ratings. (2023). Ramírez-Rondán, Nelson R. ; Villavicencio, Julio A ; Rojas-Rojas, Renato M ; Ramirez-Rondan, Nelson R.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000302.

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  10. Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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  11. Sustainability and sovereign credit risk. (2023). Lonarski, Igor ; Vanpee, Rosanne ; Anand, Arsh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000108.

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  12. Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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  13. The bribe rate and long run differences in sovereign borrowing costs. (2023). Johri, Alok ; Cotoc, Johnny ; Alamgir, Farzana.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000684.

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  15. Signaling climate resilience to municipal bond markets: does membership in adaptation-focused voluntary clubs affect bond rating?. (2022). Prakash, Aseem ; Ko, Inhwan.
    In: Climatic Change.
    RePEc:spr:climat:v:171:y:2022:i:1:d:10.1007_s10584-022-03329-8.

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  16. Do Sovereign Credit Ratings Matter for Foreign Direct Investment: Evidence from Sub-Sahara African Countries. (2022). Eita, Joel ; Biyase, Mduduzi ; Arogundade, Sodiq.
    In: MPRA Paper.
    RePEc:pra:mprapa:115404.

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  17. Fiscal tensions and risk premium. (2022). Ciżkowicz, Piotr ; Rzoca, Andrzej ; Parosa, Grzegorz ; Cikowicz, Piotr.
    In: Empirica.
    RePEc:kap:empiri:v:49:y:2022:i:3:d:10.1007_s10663-022-09532-1.

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  18. Do Rating Change Announcements Transfer Effective Information? Test on the Effectiveness and Sustainability of Credit Rating in China. (2022). Sun, KE.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:21:p:14086-:d:956637.

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  19. The logics of sovereign credit ratings in developed and developing countries. (2022). Wuste, Sebastian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001052.

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  20. 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.
    RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001562.

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  21. Interest rate uncertainty and sovereign default risk. (2022). Sosa-Padilla, Cesar ; Johri, Alok ; Khan, Shahed.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001131.

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  22. Religiosity and sovereign credit quality. (2022). Tu, Anthony H ; Wu, Wei-Shao ; Hsieh, Wen-Liang G.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:68:y:2022:i:c:p:84-103.

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  23. 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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  24. Signalling creditworthiness with fiscal austerity. (2022). Gibert, Anna.
    In: European Economic Review.
    RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000368.

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  25. 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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  26. Do credit rating agencies reward fiscal prudence?. (2022). Jalles, Joo T.
    In: International Finance.
    RePEc:bla:intfin:v:25:y:2022:i:1:p:2-22.

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  27. A predictive model of sovereign investment grade using machine learning and natural language processing. (2022). Nakasone, Kenji ; Landaberry, Maria Victoria ; del Pilar, Maria ; Perez, Johann.
    In: Documentos de trabajo.
    RePEc:bku:doctra:2022005.

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  31. Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness. (2021). Mohaddes, Kamiar ; Kraemer, Moritz ; Klusak, Patrycja ; Burke, Matt ; Agarwala, Matthew.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:158.

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  32. 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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  33. Sovereign ratings, foreign direct investment and contagion in emerging markets: Does being a BRICS country matter?. (2021). el Said, Ayah ; Emara, Noha.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5217-5234.

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  34. Determinants of the Portuguese government bond yields. (2021). Barradas, Ricardo ; Pinho, Andre.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2375-2395.

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  35. 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.
    RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03590-z.

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  36. Sovereign Credit Risk Rating: Examining the Relations between Domestic Economy Data and the Probability of Default. (2021). Karkal, Merve.
    In: Journal of Economic Policy Researches.
    RePEc:ist:iujepr:v:8:y:2021:i:1:p:57-74.

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  37. Local Credit Rating Agencies: Is their economic role underrated?. (2021). Marandola, Ginevra.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:143-156.

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  38. Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach. (2021). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:290-302.

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  39. Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt. (2021). Vermeulen, Robert ; de Haan, Leo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001248.

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  40. Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kondoz, Mehmet ; Athari, Seyed Alireza ; Kirikkaleli, Dervis.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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  41. On the duration of sovereign ratings cycle phases. (2021). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:182:y:2021:i:c:p:512-526.

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  42. 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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  43. Financial centre bias in sub-sovereign credit ratings. (2021). Paitka, Vladimir ; Wojcik, Dariusz ; Ioannou, Stefanos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301451.

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  44. Sovereign credit ratings: Discovering unorthodox factors and variables. (2021). Teo, Wing Leong ; Chit, Myint Moe ; Choy, Swee Yew.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300120.

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  45. Am I riskier if I rescue my banks? Beyond the effects of bailouts. (2021). Suarez, Nuria ; Salvador, Carlos ; Cuadros-Solas, Pedro J.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000942.

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  46. Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness. (2021). Mohaddes, Kamiar ; Burke, Matt ; Agarwala, Matthew ; Kraemer, M ; Klusak, P.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2127.

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  47. The sovereign yield curve and credit ratings in GIIPS. (2021). Umar, Zaghum ; Shehzad, Choudhry T ; Riaz, Yasir.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:3:p:895-916.

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  48. Contagion of fear: Is the impact of COVID?19 on sovereign risk really indiscriminate?. (2021). Cevik, Serhan ; Ozturkkal, Belma.
    In: International Finance.
    RePEc:bla:intfin:v:24:y:2021:i:2:p:134-154.

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  49. Exploring the determinants of green bond issuance: Going beyond the long?lasting debate on performance consequences. (2021). Caragnano, Alessandra ; Mariani, Massimo ; Russo, Angeloantonio.
    In: Business Strategy and the Environment.
    RePEc:bla:bstrat:v:30:y:2021:i:1:p:38-59.

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  50. ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?. (2021). Stagnol, Lauren ; Roncalli, Thierry ; Semet, Raphael.
    In: Papers.
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  51. Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques. (2021). van der Wel, Michel.
    In: Papers.
    RePEc:arx:papers:2101.12684.

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  53. Autonomous agencies and relational contracts in government bond issues. (2020). Porath, Yehuda ; Sadeh, Tal.
    In: Regulation & Governance.
    RePEc:wly:reggov:v:14:y:2020:i:4:p:741-763.

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  54. Sovereign Credit Ratings, Relative Risk Ratings, and Private Capital Flows. (2020). Ratha, Dilip ; Mohapatra, Sanket ; De, Supriyo.
    In: Policy Research Working Paper Series.
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  55. Long-run Returns to Impact Investing in Emerging Market and Developing Economies. (2020). Melecký, Martin ; Reed, Tristan ; Molders, Florian ; Cole, Shawn Allen.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9366.

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  56. The South African – United States Sovereign Bond Spread and its Association with Macroeconomic Fundamentals. (2020). Fedderke, Johannes W.
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  57. Determinants of credit ratings: evidence from panel discrete model. (2020). Oskonbaeva, Zamira.
    In: Economics and Business Letters.
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  58. A Comparison of Romanian Economy’s Macro Indicators with Other Countries That Have the Same Credit Score. (2020). Ari, Yilmaz Onur .
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  59. Cash holdings and the financialisation of Latin American nonfinancial corporations. (2020). Rabinovich, Joel ; Artica, Rodrigo Perez.
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  60. Cash holdings and the financialisation of Latin American nonfinancial corporations. (2020). Rabinovich, Joel ; Artica, Rodrigo Perez.
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  61. Divulgence of Additional Capital Requirements in the EU Banking Union. (2020). Wroski, Marcin ; Kruszka, Micha.
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  62. 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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  63. Market price effects of agency sovereign debt announcements: Importance of prior credit states. (2020). Binici, Mahir ; Miao, Evan Weicheng ; Hutchison, Michael.
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    RePEc:eee:reveco:v:69:y:2020:i:c:p:769-787.

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  64. Is bank creditworthiness associated with risk disclosure behavior? Evidence from Islamic and conventional banks in emerging countries. (2020). Moumen, Nejia ; Grassa, Rihab ; Hussainey, Khaled.
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  65. 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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  66. Can fiscal rules improve financial market access for developing countries?. (2020). Sawadogo, Pegdewende.
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    RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301403.

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  67. Sovereign risk evaluation for European Union countries. (2020). Deligiannakis, Emmanouil ; Agiakloglou, Christos.
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  68. Does sovereign risk in local and foreign currency differ?. (2020). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank.
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    RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560618306260.

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  69. Coups d’état and the cost of debt. (2020). BALIMA, HIPPOLYTE.
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  70. The double impact of institutions: Institutional spillovers and entrepreneurial activity in the solar photovoltaic industry. (2020). Vermeer, Ben ; Hoppmann, Joern.
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  71. The economic record of the government and sovereign bond and stock returns around national elections. (2020). , Timoplaga ; Plaga, Timo ; Eichler, Stefan.
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  72. The effect of credit ratings on emerging market volatility. (2020). Malikane, Christopher ; Bales, Kyle.
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    RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300706.

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  73. Ratings matter: Announcements in times of crisis and the dynamics of stock markets. (2020). Rosati, Nicoletta ; Bellia, Mario ; Oliveira, Vasco ; Matos, Pedro Verga.
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  74. Do personal connections improve sovereign credit ratings?. (2020). Uymaz, Yurtsev ; Thornton, John ; Klusak, Patrycja.
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    RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302661.

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  75. Sovereign credit rating: Evidence of bias against poor countries. (2020). King, Damien W ; Tracey, Marlon R ; Tennant, David F.
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  76. Stigma or cushion? IMF programs and sovereign creditworthiness. (2020). Lang, Valentin ; Gehring, Kai.
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    RePEc:eee:deveco:v:146:y:2020:i:c:s0304387820300821.

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  77. Sovereign Debt Crisis in Portugal and Spain. (2020). Afonso, Antonio ; Verdial, Nuno.
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  78. The Impact of Public Debt on the Economic Growth in South Eastern Europe: An Empirical Panel Investigation. (2020). GASHI, Burim .
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  79. Natural Disasters and International Financial Accessibility in Developing Countries*. (2019). Park, Bokyeong ; An, Jiyoun.
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  80. Sovereign Credit Rating Announcement Effects on Foreign Currency Denominated Bond and Equity Markets in Africa. (2019). Gossel, Sean J ; Mutize, Misheck.
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  81. Structural factors, global shocks and sovereign debt credit ratings. (2019). Uribe-Teran, Carlos ; Mosquera, Santiago.
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  82. Why rating agencies disagree on sovereign ratings. (2019). Bartels, Bernhard .
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  83. Does the IMF Program Implementation Matter for Sovereign Spreads? The Case of Selected European Emerging Markets. (2019). Tola, Albi ; Tartari, Darlena.
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  84. Impact of credit rating agencies on European Banking stock prices: Is the recognition of credit rating agency important?. (2019). chodnicka -Jaworska, Patrycja ; Chodnicka-Jaworska, Patrycja.
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  85. Sovereign debt: election concerns and the democratic disadvantage. (2019). Pickering, Andrew ; Sjostrom, Tomas ; Dhillon, Amrita.
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  86. Central bank transparency and sovereign risk ratings: a panel data approach. (2019). Montes, Gabriel ; Pacheco, Diego Silveira.
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  87. Sovereign debt crisis in Portugal and in Spain. (2019). Verdial, Nuno ; Afonso, Antonio.
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  88. Sustainable Local Currency Debt: An Analysis of Foreigners’ Korea Treasury Bonds Investments Using a LA-VARX Model. (2019). Atukeren, Erdal ; Jang, Jaeyoung.
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  89. Equity Valuation based on a Random Process Modelling of Earnings and Equity Growth. (2019). Dube, Frederick ; Barnard, Brian.
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  90. Country and industry effects in corporate bond spreads in emerging markets. (2019). Garay, Urbi ; Rosso, John ; Gonzalez, Maximiliano.
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  91. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia.
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    RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169.

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  92. Credit ratings of Chinese firms by domestic and global agencies: Assessing the determinants and impact. (2019). Packer, Frank ; Jiang, Xianfeng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:105:y:2019:i:c:p:178-193.

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  93. Influence of country and company characteristics on international business decisions: A review, conceptual model, and propositions. (2019). Manrai, Ajay K ; Lascu, Dana-Nicoleta ; Kotler, Philip.
    In: International Business Review.
    RePEc:eee:iburev:v:28:y:2019:i:3:p:482-498.

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  94. Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings. (2019). Stewart, Chris ; Chen, Zhongfei ; Webb, Rob ; Matousek, Roman.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:64:y:2019:i:c:p:57-70.

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  95. Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings. (2019). Wu, Eliza ; Kim, Suk-Joong ; Cai, Peilin.
    In: International Review of Financial Analysis.
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  96. Sovereigns going bust: Estimating the cost of default. (2019). Zimmermann, Kaspar ; Kuvshinov, Dmitry.
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  97. Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds. (2019). Tillmann, Peter ; PeterTillmann, ; Heyden, Thomas ; Bannier, Christina E.
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  98. Sovereign Ratings and Finance Ministers Characteristics. (2019). Jalles, Joao ; Afonso, Antonio.
    In: Economics Bulletin.
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  99. Sovereign debt: election concerns and the democratic disadvantage. (2019). Pickering, Andrew ; Sjostrom, Tomas ; Dhillon, Amrita.
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  100. Friends for the benefits: The effects of political ties on sovereign borrowing conditions. (2019). HASAN, IFTEKHAR ; Ambrocio, Gene.
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  101. Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?. (2019). Lawrence, Edward R ; Dandapani, Krishnan ; Rodriguez, Ivan M.
    In: Financial Management.
    RePEc:bla:finmgt:v:48:y:2019:i:1:p:229-256.

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  102. A disaster under-(re)insurance puzzle: Home bias in disaster risk-bearing. (2019). McCauley, Robert N ; Ito, Hiro.
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  103. Higher multilateral development bank lending, unchanged capital resources and triple-A rating. A possible trinity after all?. (2019). Settimo, Riccardo.
    In: Questioni di Economia e Finanza (Occasional Papers).
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  104. Does the International Tourism Industry Relax Sovereign Credit Ratings: The Case of Countries Most Reliant on Tourism. (2018). Jasmina, Grini ; Zdravko, ergo .
    In: South East European Journal of Economics and Business.
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  105. 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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  106. Public Safe Assets Determination. (2018). Hung, Ly-Dai ; Ly-Dai, Hung.
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  107. The Effect of the Macroeconomic Determinants on Sovereign Credit Rating of Turkey. (2018). Aras, Osman Nuri ; Ozturk, Mustafa.
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  108. A static approach to the Nelson-Siegel-Svensson model: an application for several negative yield cases. (2018). Garcia, Maria Teresa ; Ferreira, Vitor Hugo ; Medeiros, Maria Teresa.
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  109. Research in management and related fields largely assumes that host-country state (“state”) ownership in investment projects raises risk for private coinvestors. We question that assumption in the. (2018). Vaaler, Paul M ; James, Barclay E.
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  110. Does Sovereign Risk in Local and Foreign Currency Differ?. (2018). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank.
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  111. Foreign Effects of Higher U.S. Interest Rates. (2018). Navarro, Gaston ; Iacoviello, Matteo.
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  112. Are the Credit Rating Agencies Biased Against MENA Countries?. (2018). Yalta, Ayse.
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  113. Determinants of sovereign defaults. (2018). Ghulam, Yaseen ; Derber, Julian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:69:y:2018:i:c:p:43-55.

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  114. Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?. (2018). Binici, Mahir ; Hutchison, Michael .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:85:y:2018:i:c:p:58-75.

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  115. The joint dynamics of sovereign ratings and government bond yields. (2018). El-Shagi, Makram ; von Schweinitz, Gregor.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:97:y:2018:i:c:p:198-218.

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  116. Subjectivity in sovereign credit ratings. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne ; Sercu, Piet ; de Moor, Lieven.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:88:y:2018:i:c:p:366-392.

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  117. 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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  118. Sovereign credit rating determinants under financial crises. (2018). , Joo ; Jose , ; Manuel, .
    In: Global Finance Journal.
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  119. New evidence on sovereign to corporate credit rating spill-overs. (2018). faff, robert ; Bissoondoyal-Bheenick, Emawtee ; Hill, Paula.
    In: International Review of Financial Analysis.
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  120. Impact of wage rigidity on sovereign credit rating. (2018). Yang, Daecheon ; Song, Jeongseok.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:25-41.

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  121. Are credit rating agencies regionally biased?. (2018). Yalta, Talha A.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:4:p:682-694.

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  122. Income inequality and sovereign default. (2018). Kabukcuoglu, Zeynep ; Jeon, Kiyoung.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:95:y:2018:i:c:p:211-232.

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  123. Sovereign credit ratings in Latin America and the Caribbean: Trends and impact on debt spreads. (2018). Velloso, Helvia ; Perrotti, Daniel E ; Bustillo, Ines.
    In: Studies and Perspectives – ECLAC Office in Washington.
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  124. The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt. (2018). Vermeulen, Robert ; de Haan, Leo.
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  125. Sovereign credit ratings and central banks: Why do analysts pay attention to institutions?. (2018). Bodea, Cristina ; Hicks, Raymond.
    In: Economics and Politics.
    RePEc:bla:ecopol:v:30:y:2018:i:3:p:340-365.

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  126. .

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  127. Why they keep missing: An empirical investigation of rational inattention of rating agencies. (2017). von Schweinitz, Gregor ; El-Shagi, Makram.
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  128. Examining the Behavior of Credit Rating Agencies Post 2008 Economic Turmoil. (2017). Ari, Uslu.
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    RePEc:vrs:ijomae:v:53:y:2017:i:4:p:61-76:n:5.

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  129. Forecasting Turkey’s Credit Ratings with Multivariate Grey Model and Grey Relational Analysis. (2017). Ozden, Kurat Ozgur ; Karaaslan, Abdulkerim.
    In: Journal of Quantitative Economics.
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  130. Semi-strong Form Market Efficiency in Stock Markets with Low Levels of Trading Activity: Evidence from Stock Price Reaction to Major National and International Events. (2017). Bangwayo-Skeete, Prosper.
    In: Global Business Review.
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  131. Regime-Dependent Sovereign Risk Pricing During the Euro Crisis. (2017). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: Review of Finance.
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  132. Sovereign Credit Rating Changes and Its Impact on Financial Markets of Europe during Debt Crisis Period in Greece and Ireland. (2017). Bashir, Fahad ; Sahi, Abdullah Imran ; Masood, Omar .
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:7:y:2017:i:4:p:146-159.

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  133. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia ; Capelle-Blancard, Gunther.
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  134. 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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  135. The impact of sovereign ratings on euro zone SMEs’ credit rationing. (2017). Giannakopoulos, Nicholas ; Drakos, Konstantinos ; Demoussis, Michael .
    In: Journal of Economic Studies.
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  136. Derecelendirme Notu Degisikliklerinin Borsa Istanbul (BIST) Pay Piyasasi’na Etkileri. (2017). Pirgaip, Burak.
    In: Ege Academic Review.
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  137. The effect of countries’ ESG ratings on their sovereign borrowing costs. (2017). Crifo, Patricia ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:66:y:2017:i:c:p:13-20.

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  138. Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?. (2017). Minea, Alexandru ; Combes, Jean-Louis ; BALIMA, HIPPOLYTE.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:360-377.

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  139. 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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  140. Sovereign collateral as a Trojan Horse: Why do we need an LCR+. (2017). Buschmann, Christian ; Schmaltz, Christian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:311-330.

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  141. Sovereign default risk in OECD countries: Do global factors matter?. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:629-639.

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  142. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: EconomiX Working Papers.
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  143. How Do Political Factors Shape the Bank Risk–Sovereign Risk Nexus in Emerging Markets?. (2017). Eichler, Stefan.
    In: Review of Development Economics.
    RePEc:bla:rdevec:v:21:y:2017:i:3:p:451-474.

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  144. The Joint Dynamics of Sovereign Ratings and Government Bond Yields. (2016). von Schweinitz, Gregor ; El-Shagi, Makram.
    In: Annual Conference 2016 (Augsburg): Demographic Change.
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  145. European versus Anglo-Saxon credit view: Evidence from the eurozone sovereign debt crisis. (2016). de Las, Carlos A ; Altdorfer, Marc ; Loffler, Gunter ; Guettler, Andre .
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  146. Much ado about nothing: Sovereign ratings and government bond yields in the OECD. (2016). El-Shagi, Makram.
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  147. The joint dynamics of sovereign ratings and government bond yields. (2016). von Schweinitz, Gregor ; El-Shagi, Makram.
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  148. How Different are the Factors Affecting the Credit Ratings of Developed and Emerging Countries?. (2016). Küçüksaraç, Doruk ; Duran, Murat.
    In: CBT Research Notes in Economics.
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  149. Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Delatte, Anne-Laure ; Fouquau, Julien.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:20169.

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  150. Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201609.

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  151. An Empirical Analysis of Sovereign Credit Risk Co-movement between Japan and ASEAN Countries. (2016). Ogwang, John ; Jitmaneeroj, Boonlert.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:8:y:2016:i:4:p:6-16.

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  152. Time-varying volatility, default and the sovereign risk premium. (2016). Seoane, Hernan .
    In: 2016 Meeting Papers.
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  153. The Impact of Sovereign Ratings on Eurozone SMEs Credit Rationing. (2016). Demoussis, Michael ; Drakos, Konstantinos.
    In: MPRA Paper.
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  154. Debt and Credit Quality in Central America, Panama, and the Dominican Republic. (2016). LaGarda, Guillermo ; Beverinotti, Javier ; Solera, Marco ; Prat, Jordi .
    In: MPRA Paper.
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  155. International Financial Adjustment in a Canonical Open Economy Growth Model. (2016). Clarida, Richard ; Magyari, Ildiko.
    In: NBER Working Papers.
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  156. An Empirical Assessment of Sovereign Country Risk in the Black Sea Region. (2016). Vogiazas, Sofoklis ; Koura, Maria ; Gavras, Panos .
    In: International Advances in Economic Research.
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  157. Reducing Overreliance on Sovereign Credit Ratings: Which Model Serves Better?. (2016). Ozturk, Huseyin ; Erdal, Halil Ibrahim ; Namli, Ersin .
    In: Computational Economics.
    RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9534-3.

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  158. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2016). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01401718.

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  159. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2016). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  160. Pernicious effects: How the credit rating agencies disadvantage emerging markets. (2016). Luitel, Prabesh ; De Moor, Lieven ; Vanpee, Rosanne ; Van Pee, Rosanne .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:286-298.

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  161. Bank efficiency determinant: Evidence from the gulf cooperation council countries. (2016). Al-Gasaymeh, Anwar .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:214-223.

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  162. Long and short-runs determinants of the sovereign CDS spread in emerging countries. (2016). Ho, Sy-Hoa ; Hoa, SY.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:579-590.

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  163. Foreign bias in Australian-domiciled mutual fund holdings. (2016). Mishra, Anil.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:39:y:2016:i:c:p:101-123.

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  164. The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market. (2016). Gallo, Raffaele ; Drago, Danilo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:264-286.

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  165. 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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  166. 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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  167. Sovereign debt ratings and stock liquidity around the World. (2016). Sapriza, Horacio ; Wu, Yangru ; Lee, Kuan-Hui .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:73:y:2016:i:c:p:99-112.

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  168. The relation between sovereign credit rating revisions and economic growth. (2016). Chen, Hsien-Yi ; Yang, Shu-Ling ; Chang, Chong-Chuo .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:64:y:2016:i:c:p:90-100.

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  169. 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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  170. Credit rating agency downgrades and the Eurozone sovereign debt crises. (2016). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:24:y:2016:i:c:p:117-131.

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  171. A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt. (2016). Sedunov, John ; Pagano, Michael S.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:23:y:2016:i:c:p:62-78.

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  172. Regime-dependent determinants of Euro area sovereign CDS spreads. (2016). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:10-21.

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  173. Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models. (2016). Ben Cheikh, Nidhaleddine ; ben Hmiden, Oussama .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:19:y:2016:i:c:p:273-278.

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  174. Financial openness, domestic financial development and credit ratings. (2016). Valenzuela, Patricio ; Andreasen, Eugenia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:16:y:2016:i:c:p:11-18.

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  175. The role of sovereign credit ratings in fiscal discipline. (2016). Ozturk, Huseyin ; Duygun, Meryem ; Shaban, Mohamed.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:27:y:2016:i:c:p:197-216.

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  176. The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, Zoltán ; Kocsis, Zalan.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:27:y:2016:i:c:p:140-168.

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  177. Sovereign debt markets in light of the shadow economy. (2016). schneider, friedrich ; Markellos, Raphael ; Psychoyios, Dimitris.
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  178. Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe. (2016). Sensoy, Ahmet ; Eraslan, Veysel ; Erturk, Mutahhar .
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  179. Emerging market sovereign bond spreads, credit ratings and global financial crisis. (2016). Ozmen, Erdal ; Yaar, Ozge Doanay .
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  180. Modelling events: The short-term economic impact of leaving the EU. (2016). Meaning, Jack ; Kirby, Simon ; Carreras, Oriol ; Piggott, Rebecca ; Baker, Jessica .
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  181. Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample. (2016). Ozturk, Huseyin ; Erdal, Halil Ibrahim ; Namli, Ersin .
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  182. The Signaling Role of Fiscal Austerity. (2016). Gibert, Anna.
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  183. The Determinants of the Sovereign Debt Rating: Evidence for the European Union Countries. (2016). Miricescu, Emilian C ; Cornea, Delia ; au, Lucian .
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  184. Sovereign Debt: Election Concerns and the Democratic Disadvantage. (2016). Sjostrom, Tomas ; Pickering, Andrew ; Dhillon, Amrita.
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  185. 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 .
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  186. Borrowed Time: Sovereign Finance, Regime Type, and Leader Survival. (2016). Digiuseppe, Matthew ; Shea, Patrick E.
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  187. BEYOND THE MACROECONOMIC DETERMINANTS OF SOVEREIGN CREDIT RATINGS IN DEVELOPING ECONOMIES: A PANEL DATA ANALYSIS CONSIDERING DIFFERENT DIMENSIONS.. (2016). Montes, Gabriel ; Pacheco, Diego Silveira .
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  188. How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?. (2015). Eichler, Stefan.
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  189. The Joint Dynamics of Sovereign Ratings and Government Bond Yields. (2015). von Schweinitz, Gregor ; El-Shagi, Makram.
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  190. Sovereign credit ratings and the transnationalization of finance: Evidence from a gravity model of portfolio investment. (2015). Trautwein, Hans-Michael ; Körner, Finn ; Korner, Finn Marten .
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  191. Modeling and Estimating Shadow Sovereign Ratings. (2015). Baresa, Suzana ; Bogdan, Sinisa ; Ivanovic, Zoran.
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  192. Financial Risk in Polish Companies During the Global Economic Crisis of 2007–2008 with Particular Emphasis on Evaluation of the Use of Reserve Debt Capacity (Ryzyko finansowania polskich przedsiebio. (2015). Chodnicka, Patrycja ; Niewinska, Katarzyna .
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  193. A New Approach to Reconstruction of Moody’s Rating System for Countries Investment Risk Rating. (2015). Mirzaei, Nima ; Vizvri, Bla .
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  194. The Determinants of Economic Fragility: Case of the Fragile Five Countries. (2015). dogru, bulent ; Unver, Mustafa .
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  195. Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis. (2015). Ozmen, Erdal ; Yaar, Ozge Doanay .
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  196. Risk, ambiguity, and sovereign rating. (2015). Di Caro, Paolo.
    In: International Economics and Economic Policy.
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  197. Are economically significant bond returns explained by corporate news? An examination of the German corporate bond market. (2015). Schmidt, Daniel ; Janner, Steve .
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  198. Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?. (2015). Minea, Alexandru ; Combes, Jean-Louis ; BALIMA, HIPPOLYTE.
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  199. Measuring the effect of government ESG performance on sovereign borrowing cost. (2015). DIAYE, MARC-ARTHUR ; Crifo, Patricia ; Oueghlissi, Rim.
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  200. Credit ratings and cross-border bond market spillovers. (2015). Boninghausen, Benjamin ; Zabel, Michael .
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  201. Risk and return—Is there an unholy cycle of ratings and yields?. (2015). von Schweinitz, Gregor ; El-Shagi, Makram.
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  202. The Impact of the ECBs Asset Purchase Programmes on Sovereign Bond Spreads in the Euro Area. (2015). Watfe, Gibran.
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  203. Euro area structural convergence? A multi-criterion cluster analysis. (2015). Lopez, Jimmy ; Irac, Delphine.
    In: International Economics.
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  204. Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond. (2015). Yuan, Chunming ; Pongsiri, Tanu J..
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  205. Credit Ratings and Their Information Value: Evidence from the Recent Financial Crisis. (2015). Kuvikova, Gabriela .
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  206. Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?. (2015). Minea, Alexandru ; Combes, Jean-Louis ; BALIMA, HIPPOLYTE.
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  207. Economic Crises, Economic Structure, and State Credit Quality Through-the-Cycle. (2015). Moldogaziev, Tima T ; Guzman, Tatyana .
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  208. Sovereign Ratings and Oil-Exporting Countries: The Effect of High Oil Prices on Ratings. (2015). Breunig, Robert ; Chia, Tse Chern .
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  209. Sovereign ratings of advanced and emerging economies after the crisis. (2015). Packer, Frank ; Amstad, Marlene.
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  210. The Home Bias in Sovereign Ratings. (2014). Fuchs, Andreas ; Gehring, Kai.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  211. INVESTIGATING THE DETERMINANTS OF LONG-RUN SOVEREIGN RATING. (2014). MIRICESCU, Emilian - Constantin, .
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  212. Default probabilities, CDS premiums and downgrades : A probit-MIDAS analysis. (2014). Freitag, Lennart ; Freitag L., .
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  213. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
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  214. Risk, ambiguity and sovereign rating. (2014). Di Caro, Paolo.
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  215. 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 .
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  216. Why Rating Agencies Disagree on Sovereign Ratings. (2014). Bartels, Bernd .
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  217. On the Self. (2014). Schumacher, Ingmar.
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  218. On the Self-Fulfilling Prophecy of Changes in Sovereign Ratings. (2014). .
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  219. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
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  220. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Delatte, Anne-Laure.
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  221. Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises. (2014). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea ; Karpava, Margarita .
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  222. Country credit risk determinants with model uncertainty. (2014). Molchanov, Alexander ; Maltritz, Dominik .
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  223. Using TOPSIS for assessing the sustainability of government bond funds. (2014). Cañal-Fernández, Verónica ; Bilbao-Terol, Amelia ; Caal-Fernandez, Veronica ; Arenas-Parra, Mar ; Antomil-Ibias, Jose .
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  224. The political determinants of sovereign bond yield spreads. (2014). Eichler, Stefan.
    In: Journal of International Money and Finance.
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  225. Modelling the U.S. sovereign credit rating. (2014). Wickens, Michael ; Polito, Vito.
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  226. Modeling firm specific internationalization risk: An application to banks’ risk assessment in lending to firms that do international business. (2014). Lindstrand, Angelika ; Jonsson, Sara ; Eriksson, Kent ; Lindbergh, Jessica .
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  227. 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 .
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  228. Understanding the sovereign credit ratings of emerging markets. (2014). Varlı, Yusuf ; Erdem, Orhan ; Varli, Yusuf .
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  229. On the self-fulfilling prophecy of changes in sovereign ratings. (2014). Schumacher, Ingmar.
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  230. Credit ratings and bond spreads of the GIIPS. (2014). de Haan, Jakob ; de Vries, Tim .
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  231. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract. (2014). Delatte, Anne-Laure ; Portes, Richard ; Fouquau, Julien.
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  232. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
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  233. Measuring the effect of government ESG performance on sovereign borrowing cost. (2014). DIAYE, MARC-ARTHUR ; Crifo, Patricia ; Oueghlissi, Rim.
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  234. Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises. (2014). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea ; Karpava, Margarita .
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  235. Benchmark tipping in the global bond market. (2014). McCauley, Robert ; Kreicher, Lawrence ; Wooldridge, Philip .
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  236. Credit Ratings and Cross-Border Bond Market Spillovers. (2013). Boninghausen, Benjamin ; Zabel, Michael .
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  237. Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rating Agencies. (2013). Fedderke, Johannes.
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  238. Grado de inversión y flujos de inversión directa extranjera a economías emergentes. (2013). Sanchez, Elmer .
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  239. Grado de inversión y flujos de inversión directa extranjera a economías emergentes. (2013). Sanchez, Elmer .
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  240. Credit Ratings and Cross-Border Bond Market Spillovers. (2013). Boninghausen, Benjamin ; Zabel, Michael .
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  241. The dynamics of BRICSs country risk ratings and domestic stock markets, U.S. stock market and oil price. (2013). Sarı, Ramazan ; Hammoudeh, Shawkat ; Sari, Ramazan ; Liu, Tengdong .
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  242. Transmission of the global financial crisis to Korea. (2013). Kim, Bong-Han .
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  243. The pricing of sovereign risk and contagion during the European sovereign debt crisis. (2013). Fratzscher, Marcel ; Beirne, John.
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  244. The term structure of sovereign default risk in EMU member countries and its determinants. (2013). Eichler, Stefan ; Maltritz, Dominik .
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  245. Analyzing determinants of bond yield spreads with Bayesian Model Averaging. (2013). Molchanov, Alexander ; Maltritz, Dominik .
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  246. How do sovereign credit rating changes affect private investment?. (2013). Chen, Hsien-Yi ; Chang, Chong-Chuo ; Yang, Shu-Ling .
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  247. Sovereign ceilings “lite”? The impact of sovereign ratings on corporate ratings. (2013). Valenzuela, Patricio ; Cowan, Kevin ; Borensztein, Eduardo.
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  248. Default risk and risk averse international investors. (2013). Lizarazo, Sandra.
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  249. Is sovereign risk related to the banking sector?. (2013). Aktug, Erdem R. ; Nayar, Nandkumar ; Vasconcellos, Geraldo M..
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  250. Bond yields in emerging economies: It matters what state you are in. (2013). Weber, Anke ; Jaramillo, Laura.
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  251. Sovereign Ceilings “Lite”? The Impact of Sovereign Ratings on Corporate Ratings. (2013). Valenzuela, Patricio ; Cowan, Kevin ; Borensztein, Eduardo.
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  252. Debt financing rollercoaster: Latin American and Caribbean access to international bond markets since the debt crisis, 1982-2012. (2013). Velloso, Helvia ; Bustillo, Ines .
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  253. Determination of Sovereign Rating: Factor Based Ordered Probit Models for Panel Data Analysis Modelling Framework. (2013). PALA, Aynur ; Kent, Oya ; Teker, Dilek .
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  254. A Rating Agency for Europe – A good idea?. (2013). Weder, Beatrice ; di Mauro, Beatrice Weder ; Bartels, Bernhard .
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  255. Euro area structural convergence? A multi-criterion cluster analysis.. (2013). Lopez, Jimmy ; Irac, D..
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  256. The Home Bias in Sovereign Ratings. (2013). Fuchs, Andreas ; Gehring, Kai.
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  257. Good for the money. (2012). Barry, Colin M ; Frank, Richard W ; DiGiuseppe, Matthew R.
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  258. THE RATING AGENCIES IN THE INTERNATIONAL POLITICAL ECONOMY. (2012). GALANOS, GEORGE ; KOTIOS, Aggelos ; Roukanas, Spyros .
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  259. Inflation volatility, financial institutions and sovereign debt rating. (2012). Emara, Noha.
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  260. Serial default and debt renegotiation. (2012). Asonuma, Tamon.
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  261. Determinants Of Sovereign Bond Spreads A Comparative Analysis During The Global Financial Crisis. (2012). Talasli, Ismail ; Guler, Halil .
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  262. Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries. (2012). Bundala, Ntogwa.
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  263. On the Self-Fulfilling Prophecy of Changes in Sovereign Ratings. (2012). Schumacher, Ingmar.
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  264. Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach. (2012). Maltritz, Dominik .
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  265. Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?. (2012). Wu, Eliza ; Kim, Suk-Joong ; Christopher, Rachel .
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  266. The determinants of sovereign credit spread changes in the Euro-zone. (2012). Nunes, Joo Pedro ; Oliveira, Lus ; Curto, Jos Dias .
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  267. Capital flow waves: Surges, stops, flight, and retrenchment. (2012). Warnock, Francis ; Forbes, Kristin.
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  268. A new country risk index for emerging markets: A stochastic dominance approach. (2012). Topaloglou, Nikolas ; Stengos, Thanasis ; Pinar, Mehmet ; agliardi, elettra.
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  269. Sovereign default risk premia, fiscal limits, and fiscal policy. (2012). Bi, Huixin.
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  270. Attracting private investment: Tax reduction, investment subsidy, or both?. (2012). Sarkar, Sudipto.
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  271. Ratingagenturen in der neoklassischen Finanzierungstheorie: Eine Auswertung empirischer Studien zum Informationsgehalt von Ratings. (2011). Schaetzle, Dominik .
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  272. Rating Agencies: Originator, Accelerant or Simply Dragged Into the Sovereign Debt Crisis?. (2011). Url, Thomas.
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  273. Shadow Sovereign Ratings. (2011). Ratha, Dilip ; Mohapatra, Sanket ; Canuto, Otaviano.
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  274. Sovereign Credit Rating Announcements and Baltic Stock Markets. (2011). Klimaviaiena, Asta .
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  275. PIGS or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies. (2011). Jung, Florian ; Griesbach, Björn ; Gärtner, Manfred ; Gartner, Manfred .
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  276. Managing sovereign credit risk in bond portfolios. (2011). Roncalli, Thierry ; Bruder, Benjamin ; Hereil, Pierre .
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  277. The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis. (2011). Santos, Carlos.
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  278. Variance decomposition of sovereign CDS spreads. (2011). Kocsis, Zalan ; Nagy, Denes .
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  279. Debt Management: Some Reflections Based on Argentina. (2011). Kiguel, Miguel A.
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  280. Do Credit Rating Agencies Add Value?: Evidence from the Sovereign Rating Business Institutions. (2011). Powell, Andrew ; Cavallo, Eduardo ; Rigobon, Roberto.
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  281. On Emerging Economy Sovereign Spreads and Ratings. (2011). Powell, Andrew ; Martinez, Juan Francisco.
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  282. Modeling country default risk as a latent variable: a Multiple Indicators Multiple Causes (MIMIC) approach. (2011). Eichler, Stefan ; Buehn, Andreas ; Maltritz, Dominik .
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  283. Shadow Sovereign Ratings for Unrated Developing Countries. (2011). Ratha, Dilip ; Mohapatra, Sanket ; De, Prabal K..
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  284. The determinants of domestic and foreign bond bias. (2011). Ferreira, Miguel ; Miguel, Antonio F..
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  285. Is it punishment? Sovereign defaults and the decline in trade. (2011). Sandleris, Guido ; Martinez, Jose Vicente.
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  286. Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models. (2011). Yu, Wei-Choun ; Zivot, Eric .
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  287. Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models. (2011). Yu, Wei-Choun ; Zivot, Eric .
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  288. Sovereign borrowing by developing countries: What determines market access?. (2011). Sandleris, Guido ; Gelos, R. Gaston ; Sahay, Ratna.
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  289. O IMPACTO DE MUDANÇAS DE RATING SOBERANOSOBRE A TAXA DE CÂMBIO EM PAÍSES EMERGENTES. (2011). JNIOR, MAURO RODRIGUES ; MIRELA VIRGÍNIA PERRELLA SCARABEL, .
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  290. Unfunded pension liabilities and sponsoring firm credit risk: an international analysis of corporate bond spreads. (2010). McKillop, Donal ; Gallagher, Ronan .
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  291. Sovereign Credit Ratings, Transparency and International Portfolio Flows. (2010). Parsley, David ; Gande, Amar .
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  292. Default Risk and Risk Averse International Investors. (2010). Lizarazo, Sandra.
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  293. Economic freedom and sovereign credit ratings and default risk. (2010). Lawson, Robert ; Roychoudhury, Saurav .
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  294. Political rights and the cost of debt. (2010). Roth, Lukas ; Qi, Yaxuan ; Wald, John K..
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  295. Variations in sovereign credit quality assessments across rating agencies. (2010). faff, robert ; Brooks, Robert ; Hill, Paula.
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  296. Leads and lags in sovereign credit ratings. (2010). ap Gwilym, Owain ; Alsakka, Rasha.
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  297. The role of country, regional and global market risks in the dynamics of Latin American yield spreads. (2010). Schenk-Hoppé, Klaus ; Audzeyeva, Alena ; Schenk-Hoppe, Klaus Reiner.
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  298. The development of a simple and intuitive rating system under Solvency II. (2010). Baesens, Bart ; van Laere, Elisabeth.
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  299. Split sovereign ratings and rating migrations in emerging economies. (2010). ap Gwilym, Owain ; Alsakka, Rasha ; Al-Sakka, Rasha .
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  300. Evolutionary optimization of transition probability matrices for credit decision-making. (2010). Zhang, Jingqiao ; Avasarala, Viswanath ; Subbu, Raj .
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  301. GLOBAL AND DIPLOMATIC POLITICAL RISKS AND FOREIGN DIRECT INVESTMENT. (2010). Desbordes, Rodolphe.
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  302. International Organization as a Seal of Approval: European Union Accession and Investor Risk. (2009). Gray, Julia.
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  303. Innovative Financing for Development. (2009). Ratha, Dilip ; Ketkar, Suhas .
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  304. Do Macroeconomic Indicators Explain Indias Sovereign Ratings? An Empirical Analysis. (2009). .
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  305. Les déterminants des entrées de capitaux en Asie : quel rôle pour les stratégies de carry trade?. (2009). Lahet, Delphine ; Brana, Sophie.
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  306. Efectos externos del endeudamiento sobre la calificación crediticia de las Comunidades Autónomas.. (2009). López-Laborda, Julio ; Marcos, Andres Leal .
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  307. Public sector layoffs, severance pay, and inflation in the small open economy. (2009). Buffie, Edward F..
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  308. An empirical analysis on the determinants of CEE government bond spreads. (2009). Ebner, André.
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  309. Heterogeneity of sovereign rating migrations in emerging countries. (2009). ap Gwilym, Owain ; Alsakka, Rasha ; Al-Sakka, Rasha .
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  310. Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news. (2009). Ozatay, Fatih ; Şahinbeyoğlu, Gülbin ; zmen, Erdal ; Sahinbeyoglu, Gulbin.
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  311. Socially Responsible Fixed-Income Funds. (2009). Derwall, Jeroen ; Koedijk, Kees .
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  314. Global Factors and Emerging Market Spreads. (2008). Levy Yeyati, Eduardo ; Gonzalez-Rozada, Martin ; Levyyeyati, Eduardo ; Gonzalezrozada, Martin .
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  315. Sovereign Borrowing by Developing Countries: What Determines Market Access?. (2008). Sandleris, Guido ; Gelos, R. Gaston.
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  316. Why is Fiscal Policy Often Procyclical?. (2008). Tabellini, Guido ; Campante, Filipe ; Alesina, Alberto.
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  317. Country Risk Analysis: A Survey of the Quantitative Methods. (2008). Nath, Hiranya.
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  318. Risk and capital structure in Asian project finance. (2008). Vaaler, Paul.
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  319. Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets. (2008). Baldacci, Emanuele ; Mati, Amine ; Gupta, Sanjeev.
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  320. The Costs of Sovereign Default. (2008). Panizza, Ugo ; U G O Panizza, ; Borensztein, Eduardo.
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  321. Pension Privatization and Country Risk. (2008). Lombardo, Davide ; Lopez-Marmolejo, Arnoldo ; Gonzalez, Maria ; Cuevas, Alfredo.
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  322. Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions. (2008). Rigobon, Roberto ; Powell, Andrew ; Cavallo, Eduardo.
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  323. Sobre los diferenciales y clasificaciones soberanos de economías emergentes. (2008). Powell, Andrew ; Andrew Powell Author-X-Name_First: Andrew Author-X, ; Juan F. Martinez S. Author-X-Name_First: Juan F. A, .
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  324. On Emerging Economy Sovereign Spreads and Ratings. (2008). Powell, Andrew ; Andrew Powell Author-X-Name_First: Andrew Author-X, ; Juan F. Martinez S. Author-X-Name_First: Juan F. A, .
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  325. Exchange rate strategies towards the euro-zone for new EU member states with currency boards. (2008). Katsimi, Margarita.
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  326. The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries. (2008). Jeon, Bang ; Chiang, Thomas ; Li, Huimin ; Cho, Seong-Yeon.
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  327. Sovereign credit ratings, capital flows and financial sector development in emerging markets. (2008). Wu, Eliza ; Kim, Suk-Joong.
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  328. Sovereign rating changes--Do they provide new information for stock markets?. (2008). Kim, Suk-Joong ; Hume, Timothy ; Hooper, Vince .
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  329. Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk. (2008). Teixeira, Mariana Felix ; Ness, Walter Lee ; Klotzle, Marcelo Cabus.
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  330. Map of the international exposure of the Spanish economy. (2008). Vilarrubia, Josep M. ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, .
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  331. Directional Mobility of Ratings. (2007). Landon-Lane, John ; Bhaumik, Sumon.
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  332. Shadow sovereign ratings for unrated developing countries. (2007). Ratha, Dilip ; Mohapatra, Sanket ; De, Prabal.
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  333. Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt. (2007). Nosbusch, Yves ; Hilscher, Jens.
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  334. The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America. (2007). Grandes, Martin.
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  335. Policy Credibility and Sovereign Credit; The Case of New EU Member States. (2007). Hauner, David ; Jona, Jiri ; Kumar, Manmohan S.
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  336. The economics of sovereign defaults. (2007). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
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  337. Deregulating the electricity industry in Nigeria: Lessons from the British reform. (2007). Amobi, Marilyn Chikaodili.
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  338. The impact of rating changes in Australian financial markets. (2007). Richards, Anthony ; CREIGHTON, ADAM ; Gower, Luke .
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  339. Basel II and bank lending to emerging markets: Evidence from the German banking sector. (2007). Wedow, Michael ; Weder, Beatrice ; Liebig, Thilo ; Porath, Daniel .
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  340. Equity and debt market responses to sovereign credit ratings announcement. (2007). Rose, Lawrence ; Elayan, Fayez A. ; Pukthuanthong-Le, Kuntara .
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  341. The impact of macroeconomic announcements on emerging market bonds. (2007). Tamirisa, Natalia ; Andritzky, Jochen ; Bannister, Geoffrey J..
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  342. Government debt spillovers in a monetary union. (2007). Smith, Constance ; Landon, Stuart.
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  343. On sovereign credit migration: A study of alternative estimators and rating dynamics. (2007). Fuertes, Ana-Maria ; Kalotychou, Elena .
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  344. The Relevance of Currency Mismatch Indicators: an Analysis Through Determinants of Emerging Market Spreads. (2007). Prat, Stephanie .
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  345. Interpreting sovereign spreads. (2007). Wu, Eliza ; Scatigna, Michela ; Remolona, Eli.
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  346. Fiscal Policy and Default Risk in Emerging Markets.. (2007). Sapriza, Horacio ; Cuadra, Gabriel.
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  347. Are twin currency and debt crises special?. (2006). Herz, Bernhard ; Bauer, Christian ; Karb, Volker .
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  348. The role of interest rates in business cycle fluctuations in emerging countries: the case of Thailand. (2006). Tchakarov, Ivan ; Elekdag, Selim .
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  349. The Determinants of Sovereign Spreads in Emerging Markets. (2006). Çulha, Olcay ; Ozatay, Fatih ; Şahinbeyoğlu, Gülbin ; Culha, Olcay Yucel ; Sahinbeyoglu, Gulbin.
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  350. On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena .
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  351. In praise of structural macroeconometrics/En defensa de la macroeconometría estructural.. (2006). Lora, Eduardo.
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  352. What “Hides” Behind Sovereign Debt Ratings?. (2006). Rother, Philipp ; Gomes, Pedro ; Afonso, Antonio.
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  353. The Role of Interest Rates in Business Cycle Fluctuations in Emerging Market Countries; The Case of Thailand. (2006). Elekdag, Selim ; Tchakarov, Ivan.
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  354. Sovereign Borrowing Cost and the IMF’s Data Standards Initiatives. (2006). Pellechio, Anthony J ; Cady, John.
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  355. Emerging market bond returns--An investor perspective. (2006). Chung, David ; Leung, Wayne ; Juttner, Johannes D..
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  356. What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements. (2006). Weigel, Diana Diaz ; Gemmill, Gordon.
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  357. Sovereign credit ratings: Guilty beyond reasonable doubt?. (2006). Mora, Nada.
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  358. Country spreads and emerging countries: Who drives whom?. (2006). Yue, Vivian ; Uribe, Martín.
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  359. Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches. (2006). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Yip, Angela Y. N., .
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  360. Statistical properties of country credit ratings. (2006). Cruces, Juan J..
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  361. Modeling country risk ratings using partial orders. (2006). Lejeune, Miguel ; Kogan, A. ; Hammer, P. L..
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  362. Early warning systems for sovereign debt crises: The role of heterogeneity. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena .
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  363. Risk and Capital Structure in Asian Project Finance. (2006). Vaaler, Paul ; James, Barclay E. ; Aguilera, Ruth V..
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