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@inproceedings{7509, author = {Kotěšovcová, Jana and Mihola, Jiří and Wawrosz, Petr}, address = {Ostrava}, booktitle = {Managing and Modelling of Financial Risks}, edition = {1.}, editor = {Miroslav Čulík}, keywords = {Rating stamp; credit rating; rating methodology; macroeconomic indicators; sovereign rating}, howpublished = {tištěná verze "print"}, language = {eng}, location = {Ostrava}, isbn = {978-80-248-4225-7}, pages = {235-243}, publisher = {VŠB - Technická univerzita Ostrava}, title = {The dependence of macroeconomic indicators on sovereign rating}, url = {https://www.ekf.vsb.cz/export/sites/ekf/rmfr/en/Conference_proceedings/Proceedings/Part_I_finalni.pdf}, year = {2018} }
TY - JOUR ID - 7509 AU - Kotěšovcová, Jana - Mihola, Jiří - Wawrosz, Petr PY - 2018 TI - The dependence of macroeconomic indicators on sovereign rating PB - VŠB - Technická univerzita Ostrava CY - Ostrava SN - 9788024842257 KW - Rating stamp KW - credit rating KW - rating methodology KW - macroeconomic indicators KW - sovereign rating UR - https://www.ekf.vsb.cz/export/sites/ekf/rmfr/en/Conference_proceedings/Proceedings/Part_I_finalni.pdf L2 - https://www.ekf.vsb.cz/export/sites/ekf/rmfr/en/Conference_proceedings/Proceedings/Part_I_finalni.pdf N2 - 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. ER -
KOTĚŠOVCOVÁ, Jana, Jiří MIHOLA a Petr WAWROSZ. The dependence of macroeconomic indicators on sovereign rating. In Miroslav Čulík. \textit{Managing and Modelling of Financial Risks}. 1. vyd. Ostrava: VŠB - Technická univerzita Ostrava. s.~235-243. ISBN~978-80-248-4225-7. 2018.
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