Macroeconomic determinants of sovereign credit ratings and rating changes, and bond yields respond to rating changes

Macroeconomic determinants of sovereign credit ratings and rating changes, and bond yields respond to rating changes

Sovereign credit rating closely measures a country’s international creditworthiness.Previous studies showed that the sovereign credit rating change significantlyimpact to the domestic finance sector. However, the credit rating agencies (CRAs) only reveal the criteria focused in rating assessment, mo...

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Bibliographic Details
Main Author:	Soh, Wei Chee
Format:	Thesis
Language:	English
Published:	2014
Subjects:	Macroeconomics Debts, Public Credit ratings
Online Access:	http://psasir.upm.edu.my/id/eprint/70197/1/FEP%202014%2021%20-%20IR.pdf

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