Relevant bibliographies by topics / Sovereign rating downgrades

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Academic literature on the topic 'Sovereign rating downgrades'

Author: Grafiati
Published: 4 June 2021
Last updated: 9 February 2022

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Journal articles on the topic "Sovereign rating downgrades"

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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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Dopierała, Łukasz, Daria Ilczuk, and Liwiusz Wojciechowski. "Sovereign credit ratings and CDS spreads in Emerging Europe." Equilibrium 15, no. 3 (2020): 419–38. http://dx.doi.org/10.24136/eq.2020.019.

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Research background: Sovereign credit ratings play an important role in determining any country’s access to the international debt market. During the global financial crisis and the European debt crisis, credit rating agencies were harshly criticized for the timing of their announcements regarding ratings downgrades and the ranges of those downgrades. Therefore, it is worth considering whether the sovereign credit rating is still a useful benchmark for investors.
 Purpose of the article: This article examines whether credit rating agencies still provide financial markets with new informat
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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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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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Pačebutaitė, Aušra. "KEY DETERMINANTS OF LITHUANIA’S SOVEREIGN CREDIT RATING." Ekonomika 90, no. 1 (2011): 73–84. http://dx.doi.org/10.15388/ekon.2011.0.955.

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The topic concerning the determinants affecting sovereign credit ratings of a country became extremely relevant after the recent economic turbulence which brought relentless downgrades, especially for Central and Eastern European (CEE) countries in their sovereign credit ratings. In the face of economic downturn around the world, causing the reduced availability of global capital flows and the appetite for risk, it becomes essential for the countries to secure the high market grade ratings in order to be able to issue foreign debt to ensure the solvency of the country’s finances and to pursue
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Baum, Christopher F., Dorothea Schäfer, and Andreas Stephan. "Credit rating agency downgrades and the Eurozone sovereign debt crises." Journal of Financial Stability 24 (June 2016): 117–31. http://dx.doi.org/10.1016/j.jfs.2016.05.001.

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Barta, Zsófia, and Alison Johnston. "Rating Politics? Partisan Discrimination in Credit Ratings in Developed Economies." Comparative Political Studies 51, no. 5 (2017): 587–620. http://dx.doi.org/10.1177/0010414017710263.

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How does government partisanship influence sovereign credit ratings of developed countries? Given the convergence of fiscal and monetary outcomes between left and right governments in the past decades, credit rating agencies (CRAs) should in principle not discriminate according to ideology. However, we hypothesize that CRAs might lower ratings for left governments as a strategy to limit negative policy and market surprises as they strive to keep ratings stable over the medium term. A panel analysis of Standard & Poor’s, Moody’s, and Fitch’s rating actions for 23 Organisation for Economic C
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Ioannou, Stefanos. "Credit Rating Downgrades and Sudden Stops of Capital Flows in the Eurozone." Journal of International Commerce, Economics and Policy 08, no. 03 (2017): 1750016. http://dx.doi.org/10.1142/s1793993317500168.

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The current paper investigates the impact of sovereign ratings on sudden stops of capital in the context of the Eurozone. Our analysis focuses on the qualitative aspect of ratings on the hypothesis that such aspect has a concrete impact on capital movements. A panel probit model is utilized for our purposes. We distinguish between net and gross capital inflows, while we also draw a distinction between long-term and short-term oriented capital. Our results confirm the influence of sovereign ratings for the majority of our model specifications. They also appear to be most significant in the case
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Alsakka, Rasha, Owain ap Gwilym, and Tuyet Nhung Vu. "The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis." Journal of International Money and Finance 49 (December 2014): 235–57. http://dx.doi.org/10.1016/j.jimonfin.2014.03.012.

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He, Jianan, and Dirk Schiereck. "Sovereign rating announcements and the integration of African banking markets." Journal of Risk Finance 20, no. 5 (2019): 484–500. http://dx.doi.org/10.1108/jrf-11-2018-0176.

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Purpose The purpose of this paper is to examine the information spillover of sovereign rating changes on the market valuation of bank stocks in Africa. Design methodology First, the authors apply event study methodology to evaluate the stock market reaction of African bank stocks on the announcement of sovereign rating changes. Second, the cross sections of the abnormal returns are examined by multivariate regression analyses. Third, the findings are proved for robustness. Findings The authors investigate how 37 African banks react to 203 African sovereign rating announcements from the three l
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Dissertations / Theses on the topic "Sovereign rating downgrades"

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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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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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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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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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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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Sampaio, Rui Miguel Ribeiro. "The effects of sovereign credit rating downgrades on investment-to-price sensitivity." Master's thesis, 2015. http://hdl.handle.net/1822/36235.

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Dissertação de mestrado in Finance<br>This work examines how changes in the information environment affect real investment decisions. The information contained in stock prices, accordingly to the managerial learning hypothesis, can guide managers’ investment decision; a deterioration in the informational environment should thus affect negatively decision-making. Sovereign credit rating downgrades, as an exogenous information shock, test this prediction by analyzing changes in the sensitivity of investment to stock prices, using a difference-indifferences methodology. Following a worsenin
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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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Figueiredo, Beatriz Ribeiro Tavares Teixeira de. "Renova: How to grow business out of the tissue category in Portugal?" Master's thesis, 2017. http://hdl.handle.net/10362/120123.

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Pedras, Inês Nunes. "The impact of credit rating agencies downgrades on european stock markets during the financial crisis of 2008." Master's thesis, 2016. http://hdl.handle.net/10071/13488.

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JEL Classification: G14, G24<br>One of the most severe financial crises until now started in the United States, reaching the peak after the collapse of the investment bank Lehman Brothers, in the fall 2008. The consequences were catastrophic, extending to all over the world. An example is the case of the Eurozone sovereign debt crisis. Credit Rating Agencies were heavily criticized during both crises, the global financial crisis, and the Eurozone sovereign debt crisis. Many people believe that their grades have triggered the first crisis, and that their downgrades may have worsened the situat
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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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Book chapters on the topic "Sovereign rating downgrades"

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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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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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