Article ID Journal Published Year Pages File Type
5084977 International Review of Financial Analysis 2012 11 Pages PDF
Abstract
► We analyse sovereign watch and outlook signals from Moody's, S&P and Fitch. ► Agencies' actions imply different policies. ► There is evidence of momentum in negative outlook signals, but no watch momentum. ► S&P is the most independent agency, while Fitch is the most dependent. ► Moody's tends to be the first mover in positive outlook and positive watch signals.
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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Rating agencies' credit signals: An analysis of sovereign watch and outlook
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