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

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Author Info
Trevino, L.
Thomas, S.
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.

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Publisher Info
Paper provided by University of Southampton - Department of Accounting and Management Science in its series Papers with number 00-153.

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Length: 45 pages
Date of creation: 2000
Date of revision:
Handle: RePEc:fth:sotoam:00-153

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Postal: University of Southampton, Department of Accounting & Mangement Science, Southampton S09 5NH UK.
Phone: 44 0173 592537/592555
Fax: 44 0173 593858
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Web page: http://www.soton.ac.uk/~econweb/
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For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).

Related research
Keywords: CREDIT ; RATING ; CURRENCIES;

Find related papers by JEL classification:
E21 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
G20 - Financial Economics - - Financial Institutions and Services - - - General
G30 - Financial Economics - - Corporate Finance and Governance - - - General
F30 - International Economics - - International Finance - - - General

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This page was last updated on 2010-1-4.


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