Article ID Journal Published Year Pages File Type
5089123 Journal of Banking & Finance 2013 15 Pages PDF
Abstract
► The effect of sovereign rating actions on the credit ratings of emerging market banks. ► A unique study of the link between sovereign ratings and bank ratings. ► Sovereign rating migrations have strong effects on bank ratings. ► Ratings of banks with differing ownership status are all strongly influenced. ► The impact of economic freedom and macroeconomic conditions are investigated.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
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