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Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches
5 references·8 citing·51 second hop
Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches (2006)Determinants of sovereign ratings: A comp…An analysis of the determinants of sovereign ratings (2004)An analysis of the determinan…The national market impact of sovereign rating changes (2003)The national market impact of…Boom and Bust and Sovereign Ratings (1999)Boom and Bust and Sovereign R…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…Testing the differences between the determinants of moody's and standard & poor's ratings an application of smooth simulated maximum likelihood estimation (1993)Testing the differences betwe…Corporate governance mechanisms with conventional bonds and Sukuk’ yield spreads (2019)Corporate governance mechanis…Are credit rating agencies regionally biased? (2018)Are credit rating agencies re…Sovereign Credit Rating Determinants Under Financial Crises (2017)Sovereign Credit Rating Deter…Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample (2016)Modelling sovereign credit ra…Macroeconomics Determinants of Sovereign Credit Ratings (2015)Macroeconomics Determinants o…Credit Rating Agencies: The Importance of Fundamentals in the Assessment of Sovereign Ratings (2013)Credit Rating Agencies: The I…Sovereign Risk Ratings: Biased Toward Developed Countries? (2011)Sovereign Risk Ratings: Biase…Reverse-engineering country risk ratings: a combinatorial non-recursive model (2009)Reverse-engineering country r…Statistical Models of Bond Ratings: A Methodological Inquiry (1979)A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration (1989)Simulation and the Asymptotics of Optimization Estimators (1989)Understanding the Determinants of Government Debt Ratings: Evidence for the Two Leading Agencies (2002)Modelling of insurers’ rating determinants. An application of machine learning techniques and statistical models (2006)An analysis of the determinants of bank ratings: comparison across ratings agencies (2011)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Does sovereign debt ratings news spill over to international stock markets? (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)The reaction of emerging market credit default swap spreads to sovereign credit rating changes (2010)The Econometrics of Financial Markets (2012)The Euro Area Sovereign Debt Crisis: Safe Haven, Credit Rating Agencies and the Spread of the Fever from Greece, Ireland and Portugal (2012)A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model (1982)Schooling of girls and boys in a West African country: the effects of parental education, income, and household structure (2000)Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? 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(1988)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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Specification Tests in Econometrics (1978)Separation of Ownership and Control (1983)Sukuk and bond spreads (2021)The connectedness between Sukuk and conventional bond markets and the implications for investors (2021)Spillovers on sectoral sukuk returns: evidence from country level analysis (2022)Using daily stock returns (1985)Event-study methodology under conditions of event-induced variance (1991)Currency crashes in emerging markets: An empirical treatment (1996)Sovereign credit ratings, capital flows and financial sector development in emerging markets (2007)Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)How did increased competition affect credit ratings? (2011)Banks' profitability, institutions, and regulation in the context of the financial crisis (2019)Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach (2020)Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Equity Markets (2020)
this work references cited by second hop

References

  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 2003The national market impact of sovereign rating changes303 cited
  • 1999Boom and Bust and Sovereign Ratings290 cited
  • 2004An analysis of the determinants of sovereign ratings188 cited
  • 1993Testing the differences between the determinants of moody's and standard & poor's ratings an application of smooth simulated maximum likelihood estimation75 cited

Cited by

  • 2016Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample67 cited
  • 2011Sovereign Risk Ratings: Biased Toward Developed Countries?65 cited
  • 2019Corporate governance mechanisms with conventional bonds and Sukuk’ yield spreads38 cited
  • 2015Macroeconomics Determinants of Sovereign Credit Ratings33 cited
  • 2017Sovereign Credit Rating Determinants Under Financial Crises32 cited
  • 2018Are credit rating agencies regionally biased?30 cited
  • 2013Credit Rating Agencies: The Importance of Fundamentals in the Assessment of Sovereign Ratings28 cited
  • 2009Reverse-engineering country risk ratings: a combinatorial non-recursive model27 cited

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