Sovereign ceilings “lite”? The impact of sovereign ratings on corporate ratings

B-Tier
Journal: Journal of Banking & Finance
Year: 2013
Volume: 37
Issue: 11
Pages: 4014-4024

Authors (3)

Borensztein, Eduardo (not in RePEc) Cowan, Kevin (not in RePEc) Valenzuela, Patricio (Universidad de los Andes (Chil...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Although credit rating agencies have gradually moved away from a policy of never rating a corporation above the sovereign (the ‘sovereign ceiling’), it appears that sovereign credit ratings remain a significant determinant of corporate credit ratings. We examine this link using data for advanced and emerging economies over the period of 1995–2009. Our main result is that a sovereign ceiling continues to affect the rating of corporations. The results also suggest that the influence of a sovereign ceiling on corporate ratings remains particularly significant in countries where capital account restrictions are still in place and with high political risk.

Technical Details

RePEc Handle
repec:eee:jbfina:v:37:y:2013:i:11:p:4014-4024
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25