Do sovereign credit ratings matter for corporate credit ratings?

DOI10.1007/S10479-020-03590-ZzbMath1461.91330OpenAlexW3014414154MaRDI QIDQ829134

Sabri Boubaker, Oussama Ben Hmiden, Younes Ben Zaied, Nidhaleddine Ben Cheikh

Publication date: 5 May 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-020-03590-z

zbMATH Keywords

emerging marketscredit ratingsnonlinear panel data techniquessovereign ceilingtransfer risk

Mathematics Subject Classification ID

Credit risk (91G40)

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Developing an integrated fuzzy credit rating system for SMEs using fuzzy-BWM and fuzzy-TOPSIS-sort-C ⋮ Benefits of the implementation of supply chain finance

Cites Work

• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Are financial ratios relevant for trading credit risk? Evidence from the CDS market
• Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

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