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On the duration of sovereign ratings cycle phases
Using long-term sovereign ratings data for a panel of 130 countries over the last three decades, we investigate the duration and determinants of sovereign rating phases through the lens of discrete-time Weibull models. We find that the likelihood of the end of the 'speculative-grade' phase...
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Main Authors: | , , |
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Format: | Default Article |
Published: |
2019
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Subjects: | |
Online Access: | https://hdl.handle.net/2134/36831 |
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