National Repository of Grey Literature 3 records found  Search took 0.01 seconds. 
Analysis of the relationship between the change of sovereign rating and market behavior
Cibulka, Jakub ; Musílek, Petr (advisor) ; Vorek, Marián (referee)
This master thesis analyzes the relationship between the change of sovereign rating and market behaviour. The first part is devoted to rating itself. I present the various types of the rating, development, structure and risks of the market for credit rating agencies. The second part focuses on the nature of government bonds and the methodology for determining credit rating. The third part contains an analysis of market indicators in selected countries, econometric analysis of the relationship between credit ratings and risk perception in the market and comparison with other indicators of potential default. I summarize all the knowledge in the conclusion and I am trying to predict future developments in the market for credit rating agencies.

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