Systematic Differences in the Determinants of Foreign Currency Sovereign Ratings by Rating Agency

L. Trevino and S. Thomas

Working Papers from University of Southampton - Department of Accounting and Management Science

Abstract: This paper provides new evidence on the determinants of foreign currency sovereign ratings. It examines the systematic differences between credit rating agencies regarding both the factors included in the sovereign rating process and the weightings attached to these factors, as well as the effect of the sovereign's geographic region on credit ratings.

Keywords: CREDIT; RATING; CURRENCIES (search for similar items in EconPapers)
JEL-codes: E21 F30 G20 G30 (search for similar items in EconPapers)
Pages: 45 pages
Date: 2000
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:sotoam:00-153

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