This study reviewed the artificial intelligence (AI) and machine learning (ML) literature in the
finance field. Using a bibliometric approach, we collected 348 articles published in 2011 …

This paper examines the joint behaviour of sovereign ratings and their macroeconomic/
financial determinants (namely uncertainty, GDP growth, government debt-to-GDP ratio …

Enthusiasm for “greening the financial system” is welcome, but a fundamental challenge
remains: financial decision makers lack the necessary information. It is not enough to know …

Do climate risks affect sovereign ratings? This study selects 117 countries around the globe
and constructs the ordered logit model to study the relationship between climate risks and …

This study aims to shed light on the co-movement of sovereign credit risk and economic risk
in Turkey using the Toda–Yamamoto causality, Gradual Shift causality, and Wavelet …

In this study, we address the topic of credit risk stemming from central governments from a
technical point of view. First, we explore various econometric and machine learning …

Differences in sovereign ratings from major credit rating agencies (CRAs) generate debate
among scientists and practitioners, with prior literature attributing these discrepancies to …

We examine the relationship between bank bailouts and sovereign risk in 35 countries and
19 bailouts from 2005 to 2015. Bailouts negatively affect sovereign ratings, with rating …

This study is an empirical analysis of sovereign credit ratings (SCR) in South Africa (SA)
using Logistic Regression (LR) to identify their determinants and forecast SCRs. Data of …

Sovereign credit ratings summarize the creditworthiness of countries. These ratings have a
large influence on the economy and the yields at which governments can issue new debt …