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

Author

Listed:
  • 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.

Suggested Citation

  • Trevino, L. & Thomas, S., 2000. "Systematic Differences in the Determinants of Foreign Currency Sovereign Ratings by Rating Agency," Papers 00-153, University of Southampton - Department of Accounting and Management Science.
    • Handle: RePEc:fth:sotoam:00-153
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    Citations

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    Cited by:

    1. Rasha Alsakka & Owain ap Gwilym, 2010. "Sovereign Ratings and Migrations: Emerging Markets," Working Papers 10009, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    2. Emawtee Bissoondoyal-Bheenick & Sirimon Treepongkaruna, 2011. "An analysis of the determinants of bank ratings: comparison across ratings agencies," Australian Journal of Management, Australian School of Business, vol. 36(3), pages 405-424, December.
    3. Rasha Alsakka & Owain ap Gwilym, 2010. "The Extent and Causes of Sovereign Split Ratings," Working Papers 10008, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).

    More about this item

    Keywords

    CREDIT ; RATING ; CURRENCIES;
    All these keywords.

    JEL classification:

    • E21 - Macroeconomics and Monetary Economics - - 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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