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- W4284894844 abstract "In papers using artificial intelligence (AI) techniques, little attention has been paid to the determinants of sovereign debt ratings. We propose a reduced set of variables regarding the economic performance of a country that are consistent with the idea of debt sustainability. The robustness of this set is supported by the results obtained with different well-known AI techniques using data from EU-15 countries during the 2002–2017 period as the experimental setting. The variables are publicly available, allowing a quick and reliable assessment of the creditworthiness of a sovereign and providing useful information for decision-makers and investors." @default.
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- W4284894844 date "2022-07-06" @default.
- W4284894844 modified "2023-10-17" @default.
- W4284894844 title "Revisiting the determinants of sovereign debt ratings in Europe through artificial intelligence techniques" @default.
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- W4284894844 doi "https://doi.org/10.1080/13504851.2022.2097171" @default.
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