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Keywords: Fiscal credibility
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Journal Articles
Effects of fiscal credibility on sovereign risk: evidence using comprehensive credit rating measures
International Journal of Emerging Markets (2022) 17 (3): 858–888.
Published: 20 November 2020
... to domestic banks or companies, some studies have focused on identifying the determinants of sovereign credit risk assessments provided by CRAs. In particular, this study estimates the effect of fiscal credibility on sovereign risk using four different comprehensive credit rating (CCR) measures obtained from...
