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]

@article{FengSSL26,
  title = {Identifying time-varying and country-specific drivers of sovereign debt risk from credit rating reports},
  author = {Qianqian Feng and Xiaolei Sun and Yiran Shen 0006 and Jianping Li 0001},
  year = {2026},
  doi = {10.1016/j.ipm.2025.104498},
  url = {https://doi.org/10.1016/j.ipm.2025.104498},
  researchr = {https://researchr.org/publication/FengSSL26},
  cites = {0},
  citedby = {0},
  journal = {Inf. Process. Manage.},
  volume = {63},
  number = {3},
  pages = {104498},
}