Search Results - "sovereign"
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Essays on sovereign debt
Published 2016“…This thesis analyzes various issues of sovereign debt from both theoretical and empirical perspectives. …”
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Sovereign credit risk spillover
Published 2014“…We are concerned with the spillover effect of a change in the sovereign credit rating and outlook of one country on the sovereign CDS spreads of other countries. …”
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Macroeconomics determinants of sovereign credit ratings
Published 2015“…The objective of this paper is to identify the determinants of sovereign credit rating. This study including 53 countries in the study covers from year 2000 to 2011. …”
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The role of sovereign credit ratings in fiscal discipline
Published 2016“…This paper investigates several aspects of the relationship between sovereign credit ratings and fiscal discipline. The analysis of over one thousand country–year observations for 93 countries during the 1999–2010 period reveals that a country’s debt level is likely to increase with higher ratings, confirming the existence of pro–cyclicality and path dependence of ratings. …”
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Sovereign credit ratings: reframing the orthodox paradigm
Published 2021Subjects: “…sovereign credit ratings…”
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The legal and beneficial ownership conundrum in sovereign sukuk structuring
Published 2015“…Specifically, the issue of public property often used in sovereign ṣukūk as the underlying asset of the transaction leaves much to be desired. …”
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Effect of sovereign rating changes on bond market returns
Published 2014“…The importance of sovereign ratings and the growing bond markets are the main motivation for this study. …”
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Handbook of Asian sovereign bond markets: yield & risk
Published 2013“…Excessive borrowings relative to the ability to service loans constitute sovereign debt crisis, and it is not limited only to developed countries. …”
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Economic impact of sovereign debt credit rating revision
Published 2017“…Sovereign rating is a key element of how investors perceive the relative risk of investing in Treasury securities of a foreign country. …”
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Sovereign sukuk pricing analysis: do macroeconomic variables matter?
Published 2017“…Since then, the sovereign sukuk market has developed rapidly, with sovereign sukuk being issued by the Governments of Turkey, Qatar, United Arab Emirates, Bahrain and Indonesia to name a few. …”
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The Impact of Sovereign Credit Rating Changes on Emerging Stock Markets
Published 2008Subjects: “…Sovereign Credit Rating…”
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The Impact of Sovereign Credit Rating Changes on Emerging Stock Markets.
Published 2008“…This study investigate the impact of sovereign rating change in emerging markets by using 42 sample counties over the period Jan. 1999 to Aug. 2008. …”
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Operation Sovereign Borders: The Very Real Risk of Refoulement of Refugees
Published 2014“…The article concludes that refoulement of refugees is likely to result, unless Australia succeeds in securing comprehensive co-operation of multiple sovereign states in the Asia-Pacific region.…”
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Is it possible to predict sovereign debt default/crises? - A study to identify leading economic indicators while developing an empirical model to predict Sovereign Debt Default
Published 2011“…This research paper follows a step-by-step procedure in order to come to the conclusion of the question “Is it possible to predict sovereign debt default/crises?” A number of previous attempts by authors to predict sovereign default via elaborate and complex empirical models and early warning systems are investigated. …”
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An Empirical Study of the Determinants of Sovereign Ratings : Evidence in ASEAN-5 Countries
Published 2013“…The research was carried out to analyze the determinants of the sovereign credit ratings provided by the two prominent rating agencies: Standard and Poor’s and Fitch Rating. …”
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Do social factors contribute to Sovereign (Country) default risk premium?
Published 2024“…Therefore, with this paper, we examined initially the role of specific macroeconomic factors into pricing the sovereign credit default swaps (S-CDS). We then included into our model certain factors that collectively indicate a country’s overall social performance. …”
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Potential sovereign Sukuk issuances by the United Kingdom government: A critical analysis
Published 2008“…This paper analyses the potential issuance of sovereign Sukuk by the UK government. Islamic lending transactions are governed by the percepts of the Shariah, which bans interest and stipulates that income must be derived as return from entrepreneurial investment. …”
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