Heterogeneity of sovereign rating migrations in emerging countries

Author:

Al-Sakka Rasha,ap Gwilym Owain

Publisher

Elsevier BV

Subject

Economics and Econometrics,Business and International Management

Reference39 articles.

1. The impact of macroeconomic announcements on emerging market bonds;Andritzky;Emerging Markets Review,2007

2. Behind the boom in emerging market equity investing;Banerjee,2006

3. Ratings migration and the business cycle, with application to credit portfolio stress testing;Bangia;Journal of Banking and Finance,2002

4. The future of sovereign credit ratings;Beers,2008

5. Modelling sovereign credit ratings: Neural networks versus ordered probit;Bennell;Expert Systems with Applications,2006

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1. Non-Linear Determinants of Developing Countries’ Sovereign Ratings: Evidence from a Panel Threshold Regression (PTR) Model;Sustainability;2023-02-13

2. Credit rating announcement and bond liquidity: the case of emerging bond markets;Journal of Economics, Finance and Administrative Science;2022-02-16

3. Why they keep missing: An empirical investigation of sovereign bond ratings and their timing*;Scottish Journal of Political Economy;2021-10-25

4. Bank rating migrations before and since the onset of the financial crisis;Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad;2020-11-20

5. Leads and Lags in African Sovereign Credit Ratings;Journal of African Business;2020-04-06

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