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Macroeconomics determinants of sovereign credit ratings

The objective of this paper is to identify the determinants of sovereign credit rating. This study including 53 countries in the study covers from year 2000 to 2011. This study examines nine macroeconomic variables and extended by using three qualitative variables, i.e., history of default, economic...

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Main Authors: Soh, Wei Chee, Cheng, Fan Fah, Md. Nassir, Annuar
Format: Article
Language:English
Published: Canadian Center of Science and Education 2015
Online Access:http://psasir.upm.edu.my/id/eprint/45381/1/CREDIT.pdf
http://psasir.upm.edu.my/id/eprint/45381/
http://www.ccsenet.org/journal/index.php/ibr/article/view/42243
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spelling my.upm.eprints.453812021-04-08T02:44:45Z http://psasir.upm.edu.my/id/eprint/45381/ Macroeconomics determinants of sovereign credit ratings Soh, Wei Chee Cheng, Fan Fah Md. Nassir, Annuar The objective of this paper is to identify the determinants of sovereign credit rating. This study including 53 countries in the study covers from year 2000 to 2011. This study examines nine macroeconomic variables and extended by using three qualitative variables, i.e., history of default, economic development and economic freedom. The results are consistent with previous studies that some macroeconomics variables are determinants of rating. Furthermore, the economic freedom variable serves as a vital factor in determining sovereign credit rating that has been overlooked by the previous studies. This study has added new findings and indicates that the economic freedom of country is decisive factor in assessment. Canadian Center of Science and Education 2015 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/45381/1/CREDIT.pdf Soh, Wei Chee and Cheng, Fan Fah and Md. Nassir, Annuar (2015) Macroeconomics determinants of sovereign credit ratings. International Business Research, 8 (2). pp. 42-50. ISSN 1913-9004; ESSN: 1913-9012 http://www.ccsenet.org/journal/index.php/ibr/article/view/42243 10.5539/ibr.v8n2p42
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
description The objective of this paper is to identify the determinants of sovereign credit rating. This study including 53 countries in the study covers from year 2000 to 2011. This study examines nine macroeconomic variables and extended by using three qualitative variables, i.e., history of default, economic development and economic freedom. The results are consistent with previous studies that some macroeconomics variables are determinants of rating. Furthermore, the economic freedom variable serves as a vital factor in determining sovereign credit rating that has been overlooked by the previous studies. This study has added new findings and indicates that the economic freedom of country is decisive factor in assessment.
format Article
author Soh, Wei Chee
Cheng, Fan Fah
Md. Nassir, Annuar
spellingShingle Soh, Wei Chee
Cheng, Fan Fah
Md. Nassir, Annuar
Macroeconomics determinants of sovereign credit ratings
author_facet Soh, Wei Chee
Cheng, Fan Fah
Md. Nassir, Annuar
author_sort Soh, Wei Chee
title Macroeconomics determinants of sovereign credit ratings
title_short Macroeconomics determinants of sovereign credit ratings
title_full Macroeconomics determinants of sovereign credit ratings
title_fullStr Macroeconomics determinants of sovereign credit ratings
title_full_unstemmed Macroeconomics determinants of sovereign credit ratings
title_sort macroeconomics determinants of sovereign credit ratings
publisher Canadian Center of Science and Education
publishDate 2015
url http://psasir.upm.edu.my/id/eprint/45381/1/CREDIT.pdf
http://psasir.upm.edu.my/id/eprint/45381/
http://www.ccsenet.org/journal/index.php/ibr/article/view/42243
_version_ 1696977664796000256
score 13.211869

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