Loading…

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...

Full description

Saved in:
Bibliographic Details
Main Authors: Luca Agnello, Vitor Castro, Ricardo M. Sousa
Format: Default Article
Published: 2019
Subjects:
Online Access:https://hdl.handle.net/2134/36831
Tags: Add Tag
No Tags, Be the first to tag this record!