Skip to Main Navigation

Sovereign ratings in the post-crisis world : an analysis of actual, shadow and relative risk ratings (Inglês)

This paper analyzes the evolution of sovereign credit ratings in the wake of the global financial crisis by studying changes in actual, shadow, and relative ratings between 2008 and 2012. For countries that do not have a rating from the major rating agencies, shadow ratings are estimated as a function of macroeconomic, structural, and governance variables. The shadow rating exercise confirms earlier findings in the literature that even after the financial...
Exibir mais

DETALHES

DOWNLOADS

COMPLETAR RELATÓRIO

Versão oficial do documento (pode conter assinaturas, etc.)

This document is being processed or is not available.