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Split sovereign ratings and rating migrations in emerging economies
16 references·3 citing·47 second hop
Split sovereign ratings and rating migrations in emerging economies (2009)Split sovereign ratings and rating migrat…The impact of macroeconomic announcements on emerging market bonds (2007)The impact of macroeconomic a…Sovereign credit ratings, capital flows and financial sector development in emerging markets (2007)Sovereign credit ratings, cap…Opacity of young businesses: Evidence from rating disagreements (2007)Opacity of young businesses: …Credit rating dynamics and Markov mixture models (2007)Credit rating dynamics and Ma…Asset Opaqueness and Split Bond Ratings (2007)Asset Opaqueness and Split Bo…Modelling sovereign credit ratings: Neural networks versus ordered probit (2005)Modelling sovereign credit ra…The national market impact of sovereign rating changes (2003)The national market impact of…The estimation of transition matrices for sovereign credit ratings (2002)The estimation of transition …Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…Emerging market bond spreads and sovereign credit ratings: reconciling market views with economic fundamentals (2002)Emerging market bond spreads …Property-Liability Insurer Financial Strength Ratings: Differences across Rating Agencies (1999)Property-Liability Insurer Fi…Determinants and impacts of sovereign credit ratings (1996)Determinants and impacts of s…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…The Credit Rating Industry (1995)The Credit Rating IndustryWhy Split Ratings Occur (1986)Why Split Ratings OccurMacroeconomics Determinants of Sovereign Credit Ratings (2015)Macroeconomics Determinants o…Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency (2013)Impact of the subprime crisis…Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis (2013)Credit Ratings and the Pricin…The Determinants of Banking Crises in Developing and Developed Countries (1998)What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)Stability of rating transitions (2000)Variations in sovereign credit quality assessments across rating agencies (2009)Public finances in EMU (2011)What “Hides” Behind Sovereign Debt Ratings? (2015)Statistical Models of Bond Ratings: A Methodological Inquiry (1979)Information Reliability and a Theory of Financial Intermediation (1984)Internal Versus External Capital Markets in the Insurance Industry: The Role of Reinsurance (2007)An Investigation Into the Diversification–Performance Relationship in the U.S. Property–Liability Insurance Industry (2008)Effects of Analysts’ Ratings on Insurer Stock Returns: Evidence of Asymmetric Responses (2010)Valuation effects of security offerings and the issuance process (1986)Sovereign Debt: Is To Forgive To Forget? (1988)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Country Spreads and Emerging Countries: Who Drives Whom? (2003)Sovereign Borrowing by Developing Countries: What Determines Market Access? (2004)News spillovers in the sovereign debt market (2005)Using daily stock returns (1985)Event-study methodology under conditions of event-induced variance (1991)Currency crashes in emerging markets: An empirical treatment (1996)An analysis of the determinants of sovereign ratings (2004)Does sovereign debt ratings news spill over to international stock markets? (2007)Using Default Rates to Model the Term Structure of Credit Risk (1994)Introduction to ‘Valuation in Emerging Markets’ (2002)The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s (2005)Emerging Markets and Financial Globalization (2006)Leads and lags in sovereign credit ratings (2010)Financial Dependence and Growth (1996)Legal Determinants of External Finance (1997)Law and Finance (1998)The Dynamic Pricing of Sovereign Risk in Emerging Markets (2008)Do emerging markets become more efficient as they develop? Long memory persistence in equity indices (2013)Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Has Financial Development Made the World Riskier? (2005)Rethinking Bank Regulation: Till Angels Govern (2005)Has Finance Made the World Riskier? (2006)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)The Credit Crisis as a Problem in the Sociology of Knowledge (2011)Global Capital and National Governments (2001)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite? (2005)Why is Fiscal Policy Often Procyclical? (2005)Categories, Creditworthiness, and Contagion: How Investors' Shortcuts Affect Sovereign Debt Markets (2014)
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References

  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings460 cited
  • 1995The Credit Rating Industry455 cited
  • 2003The national market impact of sovereign rating changes303 cited
  • 2007Sovereign credit ratings, capital flows and financial sector development in emerging markets192 cited
  • 1996Determinants and impacts of sovereign credit ratings190 cited
  • 2002The estimation of transition matrices for sovereign credit ratings170 cited
  • 1999Property-Liability Insurer Financial Strength Ratings: Differences across Rating Agencies150 cited
  • 2002Emerging market bond spreads and sovereign credit ratings: reconciling market views with economic fundamentals148 cited
  • 2007Credit rating dynamics and Markov mixture models140 cited
  • 2007Opacity of young businesses: Evidence from rating disagreements124 cited
  • 2007Asset Opaqueness and Split Bond Ratings118 cited
  • 2007The impact of macroeconomic announcements on emerging market bonds115 cited
  • 2005Modelling sovereign credit ratings: Neural networks versus ordered probit

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114 cited
  • 1986Why Split Ratings Occur113 cited
  • Cited by

    • 2013Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency33 cited
    • 2015Macroeconomics Determinants of Sovereign Credit Ratings33 cited
    • 2013Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis31 cited