On the information content of sovereign credit rating reports: Improving the predictability of rating transitions☆
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DOI: 10.1016/j.intfin.2021.101344
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- Anand, Arsh & Vanpée, Rosanne & Lončarski, Igor, 2023. "Sustainability and sovereign credit risk," International Review of Financial Analysis, Elsevier, vol. 86(C).
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Keywords
Sovereign credit rating reports; Rating transitions; Textual sentiment analysis; Subjectivity; Predictability; Rating philosophy;All these keywords.
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