On the duration of sovereign ratings cycle phases
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DOI: 10.1016/j.jebo.2019.01.016
Abstract: Abstract Using long-term sovereign ratings data for a panel of 130 countries over the last three decades, we investigate the duration and determinants of sovereign rating phases through the lens of discrete-time Weibull models. We… read more here.
Keywords: grade phase; investment grade; grade; duration sovereign ... See more keywords