Identifying time-varying and country-specific drivers of sovereign debt risk from credit rating reports

Qianqian Feng, Xiaolei Sun, Yiran Shen 0006, Jianping Li 0001. Identifying time-varying and country-specific drivers of sovereign debt risk from credit rating reports. Inf. Process. Manage., 63(3):104498, 2026. [doi]

Abstract

Abstract is missing.