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https://hdl.handle.net/20.500.11851/860
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Yalta, Abdullah Talha | - |
dc.contributor.author | Yalta, Ayşe Talha | - |
dc.date.accessioned | 2019-03-27T11:38:06Z | |
dc.date.available | 2019-03-27T11:38:06Z | |
dc.date.issued | 2018-12-01 | |
dc.identifier.citation | Yalta, A. T., & Yalta, A. Y. (2018). Are credit rating agencies regionally biased?. Economic Systems, 42(4), 682-694. | en_US |
dc.identifier.issn | 0939-3625 | |
dc.identifier.uri | https://doi.org/10.1016/j.ecosys.2018.08.001 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11851/860 | - |
dc.description.abstract | We investigate claims of regional bias in the sovereign credit ratings given by the rating agencies Fitch, Moody's and Standard & Poor's by considering a wide range of macroeconomic, financial, institutional, regional and geopolitical indicators for 99 countries categorized into eight regions plus the United States. Empirical results based on seemingly unrelated regressions indicate a strong home country bias towards the United States, while there seem to be no special biases against individual groups of countries. We also demonstrate how modeling errors such as omitted variables can increase dispersion in the estimated regional effects, causing agencies to appear biased. | en_US |
dc.description.sponsorship | Economic Research Forum | en_US |
dc.language.iso | en | en_US |
dc.publisher | Elsevier B. V. | en_US |
dc.relation.ispartof | Economic Systems | en_US |
dc.rights | info:eu-repo/semantics/closedAccess | en_US |
dc.subject | Sovereign ratings | en_US |
dc.subject | Credit rating agencies | en_US |
dc.subject | Seemingly unrelated regressions | en_US |
dc.subject | Credit risk | en_US |
dc.title | Are Credit Rating Agencies Regionally Biased? | en_US |
dc.type | Article | en_US |
dc.department | Faculties, Faculty of Economics and Administrative Sciences, Department of Economics | en_US |
dc.department | Fakülteler, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü | tr_TR |
dc.identifier.volume | 42 | |
dc.identifier.issue | 4 | |
dc.identifier.startpage | 682 | |
dc.identifier.endpage | 694 | |
dc.authorid | 0000-0003-2660-1480 | - |
dc.identifier.wos | WOS:000454383000011 | en_US |
dc.identifier.scopus | 2-s2.0-85056238921 | en_US |
dc.institutionauthor | Yalta, Abdullah Talha | - |
dc.identifier.doi | 10.1016/j.ecosys.2018.08.001 | - |
dc.identifier.doi | 10.1016/j.ecosys.2018.08.001 | - |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.identifier.scopusquality | Q1 | - |
item.openairetype | Article | - |
item.languageiso639-1 | en | - |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
crisitem.author.dept | 04.01. Department of Economics | - |
Appears in Collections: | İktisat Bölümü / Department of Economics Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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