Relevant bibliographies by topics / Sovereign downgrade

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  3. Book chapters

Academic literature on the topic 'Sovereign downgrade'

Author: Grafiati
Published: 10 September 2021
Last updated: 29 July 2025

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Journal articles on the topic "Sovereign downgrade"

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Abdeldayem, Marwan M., and Ramzi Nekhili. "Credit Rating Changes and Stock Market Reaction in the Kingdom of Bahrain." International Journal of Economics and Finance 8, no. 8 (2016): 23. http://dx.doi.org/10.5539/ijef.v8n8p23.

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<p>Between 2014 and 2015, the oil price almost halved. Since then, it has fallen a further 40%. Consequently, Moody’s Investors Service has downgraded Bahrain’s long-term issuer rating from Baa3 to Ba1with a negative outlook and placed it on review for further downgrade. In this context, previous literature reaches no agreement about the impact of credit rating changes on stock prices. Some studies indicate that credit rating changes do not affect stock prices, while others conclude they do. Therefore, this study aims to examine whether credit rating change has a significant impact on Ba
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Mugobo, Virimai Victor, and Misheck Mutize. "The impact of sovereign credit rating downgrade to foreign direct investment in South Africa." Risk Governance and Control: Financial Markets and Institutions 6, no. 1 (2016): 14–19. http://dx.doi.org/10.22495/rgcv6i1art2.

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Foreign Direct Investment (FDI) has grown to be an attractive alternative to borrowing from multilateral institutions such as the World Bank and the International Monetary Fund for emerging economies. Global investors prefer investing in countries which have received a Sovereign Credit Rating (SCR) as they perceive it as a good measure of risk allocation. This research applied an event study methodology to SCR downgrades from the three international CRAs (Moody, Standard and Poor and Fitch) over the period 2004 to 2014 to investigate the impact of SCR change on FDI flow into South Africa. Empi
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Lin, Yupeng, Bohui Zhang, and Zilong Zhang. "Earnings management upon a sovereign downgrade: International evidence." Journal of Accounting and Public Policy 52 (July 2025): 107324. https://doi.org/10.1016/j.jaccpubpol.2025.107324.

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Jakob, Keith, and Yoonsoo Nam. "Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?" Journal of International Financial Markets, Institutions and Money 47 (March 2017): 65–75. http://dx.doi.org/10.1016/j.intfin.2016.11.008.

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Man Cang, Wang, and Zhou Ming Matt. "Will Rising Debt in China Lead to a Hard Landing?" International Journal of Economics and Finance 9, no. 9 (2017): 60. http://dx.doi.org/10.5539/ijef.v9n9p60.

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Moody has recently downgraded China's sovereign debt, which's Moody's first downgrade for the country since 1989. The objective of this study is to get an insight into the local and regional government debt in China, analyze the key factors, and evaluate the economic risks. Based on the published data since 1996, the granger causality test is performed to find out the relationship between local government debt level, the fiscal income, GDP growth rate and CPI. Some major findings are: i) local government debt is accumulated through more spending on economic development and less funding obtaine
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Angelidis, Georgios, and Vasilios Margaris. "Algebraic Combinatorics in Financial Data Analysis: Modeling Sovereign Credit Ratings for Greece and the Athens Stock Exchange General Index." AppliedMath 5, no. 3 (2025): 90. https://doi.org/10.3390/appliedmath5030090.

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This study investigates the relationship between sovereign credit rating transitions and domestic equity market performance, focusing on Greece from 2004 to 2024. Although credit ratings are central to sovereign risk assessment, their immediate influence on financial markets remains contested. This research adopts a multi-method analytical framework combining algebraic combinatorics and time-series econometrics. The methodology incorporates the construction of a directed credit rating transition graph, the partially ordered set representation of rating hierarchies, rolling-window correlation a
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An, Jiyoun, and Bokyeong Park. "Natural Disasters and International Financial Accessibility in Developing Countries." Asian Economic Papers 18, no. 1 (2019): 245–61. http://dx.doi.org/10.1162/asep_a_00682.

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This study examines the impact of natural disasters on affected countries’ accessibility to international financial resources. We find empirical evidence that natural disasters significantly downgrade the sovereign credit rating of an affected country, an indicator of international financial accessibility. This finding is robust in developing countries, implying that they are faced with additional difficulties in financing post-disaster recovery costs compared with developed countries. Among disasters, droughts and storms display a particularly significant downgrading effect. Further results s
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Meyer, Daniel, and Lerato Mothibi. "The impact of risk rating agencies decisions on investment and economic growth in South Africa." 11th GLOBAL CONFERENCE ON BUSINESS AND SOCIAL SCIENCES 11, no. 1 (2020): 109. http://dx.doi.org/10.35609/gcbssproceeding.2020.11(109).

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Over the last decade, the South African economy has endured prevailing economic challenges including weak economic growth, unreliable electricity supply, rising fiscal deficits, sub-duded investment inflows and the inexorable rise in government debt alongside the expected impact of the corona virus pandemic. Credit ratings have greatly evolved making them key elements in the modern financial markets because of their opinions of credit worthiness, as many investors across the globe relay heavily on their opinions. South Africa unlike many of its developing counterparts, has since struggled to m
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Kladakis, George, and Alexandros Skouralis. "Sovereign credit rating downgrades and Growth-at-Risk." Journal of International Financial Markets, Institutions and Money 103 (September 2025): 102195. https://doi.org/10.1016/j.intfin.2025.102195.

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Fatnassi, Ibrahim, Zied Ftiti, and Habib Hasnaoui. "Stock Market Reactions To Sovereign Credit Rating Changes: Evidence From Four European Countries." Journal of Applied Business Research (JABR) 30, no. 3 (2014): 953. http://dx.doi.org/10.19030/jabr.v30i3.8579.

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We analyze the reactions of the returns of four European stock markets to sovereign credit rating changes by Fitch, Moodys, and Standard and Poors (S&P) during the period from June 2008 to June 2012 using panel regression equations. We find that (i) upgrades and downgrades affect both own country returns and other countries returns, (ii) market reactions to foreign downgrades are stronger during the sovereign debt crisis period, and (iii) negative news from rating agencies are more informative than positive news.
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Dissertations / Theses on the topic "Sovereign downgrade"

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Rocca, Nicolò. "The determinants of Brazilian corporate credit ratings: how did the market react to sovereign downgrades?" reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/17983.

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Submitted by Nicolò Rocca (nicolo.rocca@outlook.com) on 2017-02-22T22:26:19Z No. of bitstreams: 1 FGV-EESP Dissertation Nicolò Rocca.pdf: 1754308 bytes, checksum: 9f5af21bb7819365b18cde149f924fff (MD5)<br>Rejected by Josineide da Silva Santos Locatelli (josineide.locatelli@fgv.br), reason: Dear Nicolo, Please, it’s necessary to correct some things in your thesis: • Withdraw the pages numbers before the introduction, but they must to be considered, the numbers need to start in the introduction and they must to be on the superior right side of the page; • At the Page 3 – You need to a
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Pereira, Sara Maria Vinhas Maia. "The sovereign CDS-Bond basis: from a crisis perspective." Master's thesis, NSBE - UNL, 2012. http://hdl.handle.net/10362/9564.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>This work studies the determinants of the sovereign CDS-bond basis distortions, in the Euro area, during the last crises period. Regression analysis showed four relevant conclusions. Credit rating and credit outlook downgrades have a huge impact on the sovereign credit instruments premiums, although not originating arbitrage opportunities. Moreover, the ECB rate has a smoother effect on the sovereign debt markets’ functioning and the risk-trans
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Restrepo, Gomez Felipe. "Essays on the Effects of Financing Frictions." Thesis, Boston College, 2014. http://hdl.handle.net/2345/bc-ir:101437.

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Thesis advisor: Philip E. Strahan<br>In the first essay of this dissertation I examine the bank credit supply and industry growth effects stemming from the introduction of bank account debit (BAD) taxes using a sample of Latin American countries between 1986 and 2005. I first show that the introduction of BAD taxes is followed by a reduction in the provision of bank credit to the private sector. I identify that a key channel through which these taxes affect credit is by creating a strong incentive to hold cash and reduce the use of bank deposits. I also provide evidence that their implementati
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Martell, Rodolfo. "Three essays in international finance." Connect to this title online, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1111754376.

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Thesis (Ph. D.)--Ohio State University, 2005.<br>Title from first page of PDF file. Document formatted into pages; contains xiv, 147 p.; also includes graphics (some col.) Includes bibliographical references (p. 91-98). Available online via OhioLINK's ETD Center
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Chang, Keng-Hao, and 張耿豪. "The Impact of Sovereign Rating Downgrade on Domestic Bank Ratings." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/05961558479624266443.

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碩士<br>國立中正大學<br>財務金融研究所<br>99<br>In recent years, the sovereign debt problem has persisted, and the governments facing bankruptcy crisis appeared gradually. In some countries, the government bonds are no longer considered the lowest credit risk investment tool by rating agencies, and more investors choose to switch to securities issued by private enterprise. For investors to make good judgments as to which investment tool to use, sovereign and firm ratings are becoming more important. This research aims to find enterprises with unshakable ratings when their host governments get into credit tro
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Diniz, Ana. "O Regulamento (CE) n.º 1060/2009 e os problemas das notações de risco: o caso particular da dívida soberana." Master's thesis, 2011. http://hdl.handle.net/10071/4889.

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As sucessivas e acentuadas deteriorações das notações de risco de alguns Estados durante a crise financeira, pelo seu impacto na estabilidade financeira do próprio país e pelo seu efeito sistémico noutros países e mercados, têm reacendido a atenção dos reguladores comunitários quanto à qualidade das notações atribuídas pelas agências de rating. Na medida em que a preocupação com a qualidade das notações só tem razão de ser quando estas condicionam o comportamento dos agentes financeiros e o funcionamento do mercado (seja por imposição legal e regulamentar – por exemplo, por imposição da
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Carvalho, Rui Filipe Bastos. "Sovereign credit rating downgrades: an event study for European countries." Master's thesis, 2015. http://hdl.handle.net/1822/35989.

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Dissertação de mestrado em Finanças<br>This master thesis studies the effects of sovereign credit rating downgrade announcements on credit default swap spreads. The analysis is done using an event study methodology to examine the reaction of credit default swap spreads variations to negative credit rating announcements. These variations are studied by year, country, event and globally across all events and spreads. Results show that we can exclude the hypothesis that CDS spreads are not affected by rating announcements. Besides this we can exclude the possibility that downgrades are anti
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Clero, João Eduardo Mendes. "Sovereign credit revisions impact on the European Economy." Master's thesis, 2017. http://hdl.handle.net/10362/28316.

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This research aims to find the direction of causality between rating revisions and economic growth in Europe during 2002-2015. Based on a system-GMM, developed by Arellano and Bond (1995), the-Standard & Poor’s-sovereign rating revisions’ effects on economic growth, controlling for other determinants, will be estimated. Rating revisions are shown to Granger cause output growth throughout the whole time-frame considered and no reverse causality was verified. We find evidence that rating revisions do impact economic growth while outlook announcements do not. More open economies look to hav
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Rocca, Nicolò. "The determinants of Brazilian corporate credit ratings: how did the market react to sovereign downgrades?" Master's thesis, 2016. http://hdl.handle.net/10362/26206.

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The first purpose of this research is to study which are the main determinants of the changes of Brazilian corporate credit ratings provided by Standard & Poor’s. Panel regressions are applied in order to analyze the relations between ratings and seven determinants. Results show five statistically significant determinants. The second part of the study examines how Brazilian listed companies reacted to the recent sovereign downgrades issued by Standard & Poor, Moody’s and Fitch. Event study methodology is used. All the events deliver empirical evidences of negative abnormal returns, showing a
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周益晉. "The Effect of the U.S. Sovereign Rating Downgrade on Taiwan’s Stock Market-Evidences from Industry Sectors and Ownership Structures-." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/90575804493402661370.

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碩士<br>佛光大學<br>管理學系<br>101<br>Stock investment is a popular investment tool. However, the ownership structures vary greatly from type to type. The focus of this study is on the differences of industry and ownership structures between individual shares by investigating the correlation between over-one-thousand ownership (large shareholders), foreign ownership, and events such as Standard &; Poor's downgrade U.S. sovereign rating. Volatility of stock prices is influenced by many factors. This paper adopts the event study approach to explores across industries. Whether shares of over-one-thousand
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Book chapters on the topic "Sovereign downgrade"

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Gumata, Nombulelo, and Eliphas Ndou. "Does the Cost of Government Borrowing Transmit Sovereign Debt Credit Ratings Downgrades Shocks to Credit Growth?" In Capital Flows, Credit Markets and Growth in South Africa. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30888-9_19.

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Brauch, Hans Günter. "Towards Rethinking Politics, Policy and Polity in the Anthropocene: Context and Threat to Survival." In The Anthropocene: Politik—Economics—Society—Science. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-71807-6_1.

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Abstract Thischapterreviewsthecontroversialdiscussion on the start of the Anthropocene claiming that this change in Earth history coincided with the emergence of a new international order. During the Cold Warthis liberalorder contributed to the collapseof theSovietUnion, and the intensification of globalisation resulted in a rapid increase in GHG emissions. The collapseof the Europeansecurityorder (2022) upgraded Hobbesian geopolitics and may postpone the realisation of a climate-neutral society and economy. During the first phase of the Anthropocene (bipolarity in the Cold War) the security d
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Gumata, Nombulelo, and Eliphas Ndou. "What Role Does Business Confidence Play in Transmitting Sovereign Debt Credit Ratings Upgrades and Downgrades Shocks into the Real Economy?" In Capital Flows, Credit Markets and Growth in South Africa. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30888-9_17.

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Barta, Zsófia, and Alison Johnston. "The upshot: ratings as a neglected force in global governance." In Rating Politics. Oxford University PressOxford, 2023. http://dx.doi.org/10.1093/oso/9780198878179.003.0006.

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Abstract This chapter concludes by reflecting on three important related questions. First, how effective is the strategy of pre-emptively lowering ratings in protecting rating agencies in crises? The contrast between aggressive downgrades after the global financial crisis and the conspicuous passivity of rating agencies since the start of the coronavirus pandemic suggests that it is indeed beneficial for rating agencies to be able to show restraint in times of major shocks. Second, given the obvious problems and the political and policy implications of the current workings of sovereign ratings
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