This paper identifies the macroeconomic factors behind the sovereign credit ratings of global
emerging markets assigned by Standard and Poor's (S&P). The financial integration and …

A sovereign creditrating is a function of hard and soft information that should reflect the
creditworthiness and the probability of default of a country. We propose an alternative …

The three major credit rating agencies have reassessed sovereign credit risks in the light of
the Great Financial Crisis, increasing the transparency of their methodologies. This has …

Since the outbreak of the financial crisis, the major global credit rating agencies have
implemented significant changes to their methodologies to assess the sovereign credit risk …

The accuracy of sovereign credit ratings renewed interest toward sovereign credit ratings in
the aftermath of the 2008 financial crisis. The controversy over the accuracies encouraged …

This is an analysis of South Africa's (SA) sovereign credit rating (SCR) using Naïve Bayes, a
Machine learning (ML) technique. Quarterly data from 1999 to 2018 of macroeconomic …

Вопрос измерения результатов деятельности является одним из основных при
подготовке управленческих решений. Кредитные рейтинги занимают особое место …

The new millennium has witnessed a rapid expansion of external balance sheets and
significant changes in the capital, currency and sectoral compositions of foreign assets and …

We investigate claims of regional bias in the sovereign credit ratings given by the rating
agencies Fitch, Moody's and Standard & Poor's by considering a wide range of …

Country risk reflects a country's overall risk status, and it has an extremely important impact
on global investment and trade between countries. This study is conducted to examine …