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Ordered response models for sovereign debt ratings†
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this work references cited by second hop

References

  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 2004An analysis of the determinants of sovereign ratings188 cited
  • 2002The estimation of transition matrices for sovereign credit ratings170 cited

Cited by

  • 2017Subjectivity in Sovereign Credit Ratings73 cited
  • 2016Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample67 cited
  • 2014Sovereign Ratings and Their Asymmetric Response to Fundamentals61 cited
  • 2019Sovereign credit risk and economic risk in Turkey: Empirical evidence from a wavelet coherence approach53 cited
  • 2011Pigs or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies51 cited
  • 2015Short- and long-run behaviour of long-term sovereign bond yields42 cited
  • 2023Sovereign ratings change under climate risks42 cited
  • 2013Addressing the EU Sovereign Ratings Using an Ordinal Regression Approach37 cited
  • 2021Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness35 cited
  • 2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries34 cited
  • 2013Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency33 cited

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  • 2017Sovereign Credit Rating Determinants Under Financial Crises32 cited
  • 2016Sovereign ratings and their asymmetric response to fundamentals30 cited
  • 2013Credit Rating Agencies: The Importance of Fundamentals in the Assessment of Sovereign Ratings28 cited
  • 2012Credit Rating Change Modeling Using News and Financial Ratios25 cited
  • 2009The demand for creative arts in regional Victoria, Australia13 cited