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Modeling country risk ratings using partial orders
16 references·2 citing·42 second hop
Modeling country risk ratings using partial orders (2005)Modeling country risk ratings using parti…A common framework for deriving preference values from pairwise comparison matrices (2003)A common framework for derivi…Robust estimation of priorities in the AHP (2002)Robust estimation of prioriti…Ratings, Rating Agencies and the Global Financial System (2002)Ratings, Rating Agencies and …Governance Matters II: Updated Indicators for 2000–01 (2002)Governance Matters II: Update…Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? (2002)Emerging Market Instability: …Default, Currency Crises, and Sovereign Credit Ratings (2002)Default, Currency Crises, and…Emerging Markets Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? (2001)Emerging Markets Instability:…Benchmarking Quantitative Default Risk Models: A Validation Methodology (2000)Benchmarking Quantitative Def…The Procyclical Role of Rating Agencies: Evidence from the East Asian Crisis (1999)The Procyclical Role of Ratin…Aggregating Governance Indicators (1999)Aggregating Governance Indica…Emerging Market Risk and Sovereign Credit Ratings (1997)Emerging Market Risk and Sove…The Economic Content of Indicators of Developing Country Creditworthiness (1996)The Economic Content of Indic…Expected Returns and Volatility in 135 Countries (1996)Expected Returns and Volatili…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…Cause-effect relationships and partially defined Boolean functions (1988)Cause-effect relationships an…Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems (2012)Pattern-Based Modeling and So…A multicriteria decision framework for measuring banks' soundness around the world (2006)A multicriteria decision fram…The Neoclassical Revival in Growth Economics: Has It Gone Too Far? (1997)Does "Grease Money" Speed Up the Wheels of Commerce? (1999)Human Development Report 2002 (2002)Uses and Abuses of Governance Indicators (2006)The Worldwide Governance Indicators Project : Answering The Critics (2007)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The price of democracy: sovereign risk ratings, bond spreads and political business cycles in developing countries (2004)Global Factors and Emerging Market Spreads* (2008)A comparison of two methods for determining the weights of belonging to fuzzy sets (1979)A note on the analysis of subjective judgment matrices (1985)The Analytic Hierarchy Process (1985)Data envelopment analysis for weight derivation and aggregation in the analytic hierarchy process (2004)A comparative study of the numerical scales and the prioritization methods in AHP (2007)Enhancing data consistency in decision matrix: Adapting Hadamard model to mitigate judgment contradiction (2013)Valuation effects of security offerings and the issuance process (1986)Sovereign Debt: Is To Forgive To Forget? (1988)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)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)Leading Indicators of Currency Crises (1999)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Predicting Sovereign Debt Crises (2003)“Rules of thumb” for sovereign debt crises (2009)Time-Varying World Market Integration (1995)International Portfolio Flows and Security Markets (1999)Privatization, political risk and stock market development in emerging economies (2001)The national market impact of sovereign rating changes (2003)Formulation and estimation of dynamic models using panel data (1982)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)International Momentum Strategies (1998)Political Rights and the Cost of Debt (2008)The Real Effects of Credit Ratings: The Sovereign Ceiling Channel (2016)On the Use of Optimization for Data Mining: Theoretical Interactions and eCRM Opportunities (2003)Probabilistic Subset-Conjunctive Models for Heterogeneous Consumers (2005)A logical analysis of banks’ financial strength ratings (2012)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)Are You Being Served? Political Accountability and Quality of Government (2003)Governance Matters III: Governance Indicators for 1996, 1998, 2000, and 2002 (2004)Is Corruption an Efficient Grease? (2009)
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References

  • 1999Aggregating Governance Indicators1,049 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 2002Governance Matters II: Updated Indicators for 2000–01530 cited
  • 1999The Procyclical Role of Rating Agencies: Evidence from the East Asian Crisis479 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings460 cited
  • 2002Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?399 cited
  • 2002Default, Currency Crises, and Sovereign Credit Ratings360 cited
  • 1996Expected Returns and Volatility in 135 Countries346 cited
  • 2003A common framework for deriving preference values from pairwise comparison matrices299 cited
  • 1988Cause-effect relationships and partially defined Boolean functions242 cited
  • 1997Emerging Market Risk and Sovereign Credit Ratings204 cited
  • 1996The Economic Content of Indicators of Developing Country Creditworthiness193 cited
  • 2001Emerging Markets Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?180 cited
  • 2002Ratings, Rating Agencies and the Global Financial System178 cited
  • 2000Benchmarking Quantitative Default Risk Models: A Validation Methodology

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167 cited
  • 2002Robust estimation of priorities in the AHP159 cited
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    • 2012Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems65 cited
    • 2006A multicriteria decision framework for measuring banks' soundness around the world45 cited