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The dependence of macroeconomic indicators on sovereign rating

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F04274644%3A_____%2F18%3A%230000474" target="_blank" >RIV/04274644:_____/18:#0000474 - isvavai.cz</a>

  • Result on the web

    <a href="https://www.ekf.vsb.cz/export/sites/ekf/rmfr/en/Conference_proceedings/Proceedings/Part_I_finalni.pdf" target="_blank" >https://www.ekf.vsb.cz/export/sites/ekf/rmfr/en/Conference_proceedings/Proceedings/Part_I_finalni.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    The dependence of macroeconomic indicators on sovereign rating

  • Original language description

    Rating of a state constitutes a qualified evaluation of the state’s reliability as a debtor, which informs investors investing in financial assets on important indicators. The research objective is, by means of a created regression and correlation model, to test the quality of the sovereign rating dependence on the macroeconomic indicators. In the correlation analysis, the accumulated correlation coefficient greater than 95% was calculated but at 100% multicollinearity. The high value of the total correlation coefficient was thus devalued by absolute multicollinearity. Given that in neither case was the general correlation coefficient higher than 80% at multicollinearity below 20%, it can be stated that the credit ratings are not explicable solely through economic characteristics, but in determining them also other effects were applied, for instance political and strategic.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    50202 - Applied Economics, Econometrics

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2018

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Managing and Modelling of Financial Risks

  • ISBN

    9788024842257

  • ISSN

    2464-6970

  • e-ISSN

    2464-6989

  • Number of pages

    9

  • Pages from-to

    235-243

  • Publisher name

    VŠB - Technická univerzita Ostrava

  • Place of publication

    Ostrava

  • Event location

    Ostrava

  • Event date

    Sep 5, 2018

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article