1. Article › Research › Peer-reviewed
2. Published

   A random effects ordered probit model for rating migrations

   Alsakka, R. & ap Gwilym, O., 1 Sept 2010, In: Finance Research Letters. 7, 3, p. 140-147

   Research output: Contribution to journal › Article › peer-review

3. Accepted/In press

   Corporate Sensitivity to Sovereign Credit Distress: The Mitigating Effects of Financial Flexibility

   Vu, H., Klusak, P., Khoo, S. Y. & Alsakka, R., 11 Mar 2024, (Accepted/In press) In: European Journal of Finance.

   Research output: Contribution to journal › Article › peer-review

4. Published

   Differences of opinion in sovereign credit signals during the European crisis

   Alsakka, R., ap Gwilym, O. M. & Vu, H., 2017, In: European Journal of Finance. 23, p. 859-884

   Research output: Contribution to journal › Article › peer-review

5. Published

   Does competition improve sovereign credit rating quality?  

   Vu, H., Alsakka, R. & ap Gwilym, O., Jan 2022, In: Journal of International Financial Markets, Institutions and Money. 76, 101478.

   Research output: Contribution to journal › Article › peer-review

6. Published

   Does sovereign creditworthiness affect bank valuations in emerging markets?

   Williams, G. L., Alsakka, R. & ap Gwilym, O. M., 10 Feb 2015, In: Journal of International Financial Markets, Institutions and Money. 36, p. 113-129

   Research output: Contribution to journal › Article › peer-review

7. Published

   Does the disclosure of unsolicited sovereign rating status affect bank ratings?

   Klusak, P., Alsakka, R. & ap Gwilym, O., Mar 2017, In: British Accounting Review. 49, 2, p. 194-210

   Research output: Contribution to journal › Article › peer-review

8. Published

   Foreign exchange market reactions to sovereign credit news

   Alsakka, R. & ap Gwilym, O., 1 Jun 2012, In: Journal of International Money and Finance. 31, 4, p. 845-864

   Research output: Contribution to journal › Article › peer-review

9. Published

   Heterogeneity of sovereign rating migrations in emerging countries.

   ap Gwilym, O. M., Alsakka, R. & Ap Gwilym, O., 1 Jun 2009, In: Emerging Markets Review. 10, 2, p. 151-165

   Research output: Contribution to journal › Article › peer-review

10. Published

    Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets

    Tran, V., Alsakka, R. & ap Gwilym, O., 2 Sept 2019, In: European Journal of Finance. 25, 13, p. 1211-1233

    Research output: Contribution to journal › Article › peer-review

11. Published

    Leads and lags in sovereign credit ratings.

    Alsakka, R. & ap Gwilym, O. M., 1 Nov 2010, In: Journal of Banking and Finance. 34, 11, p. 2614-2626

    Research output: Contribution to journal › Article › peer-review

12. Published

    Market impact under a new regulatory regime: Credit rating agencies in Europe

    Alsakka, R., ap Gwilym, O., Klusak, P. & Tran, V., 28 Jun 2015, In: Economic Notes. 44, 2, p. 275-308

    Research output: Contribution to journal › Article › peer-review

13. E-pub ahead of print

    Political Preferences and Stock Markets

    Nguyen, P. L. T., Alsakka, R. & Mantovan, N., 12 Sept 2023, (E-pub ahead of print) In: International Review of Financial Analysis. 90, 102910.

    Research output: Contribution to journal › Article › peer-review

14. Published

    Rating agencies' credit signals: An analysis of sovereign watch and outlook

    Alsakka, R. & ap Gwilym, O., 1 Jan 2012, In: International Review of Financial Analysis. 21, p. 45-55

    Research output: Contribution to journal › Article › peer-review

15. Published

    Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers

    Alsakka, R. & ap Gwilym, O. M., 1 Jan 2013, In: Journal of Economic Behavior and Organization. 85, p. 144-162

    Research output: Contribution to journal › Article › peer-review

16. Published

    Regulating rating agencies: A conservative behavioural change

    Jones, L., Alsakka, R., ap Gwilym, O. & Mantovan, N., Jun 2022, In: Journal of Financial Stability. 60, 100999.

    Research output: Contribution to journal › Article › peer-review

17. Published

    Sovereign rating actions and the implied volatility of stock index options

    Tran, V., Alsakka, R. & ap Gwilym, O. M., 5 Jun 2014, In: International Review of Financial Analysis. 34, p. 101-113

    Research output: Contribution to journal › Article › peer-review

18. Published

    Sovereign rating actions: is the criticism justified?

    Alsakka, R. & ap Gwilym, O., 1 Dec 2011, In: Intereconomics : review of European economic policy. 46, 5, p. 248-253

    Research output: Contribution to journal › Article › peer-review

19. Published

    Split sovereign ratings and rating migrations in emerging economies.

    ap Gwilym, O. M., Alsakka, R. & Ap Gwilym, O., 1 Jun 2010, In: Emerging Markets Review. 11, 2, p. 79-97

    Research output: Contribution to journal › Article › peer-review

20. Published

    The Impact of Regulatory Reforms on European Bank Behaviour: A Dynamic Structural Estimation

    Jones, L., Alsakka, R., ap Gwilym, O. & Mantovan, N., Nov 2022, In: European Economic Review. 150, 104280.

    Research output: Contribution to journal › Article › peer-review

21. Published

    The Impact of Sovereign Credit Ratings on Voters’ Preferences

    Lam Thy Nguyen, P., Alsakka, R. & Mantovan, N., Sept 2023, In: Journal of Banking and Finance. 154, 106938.

    Research output: Contribution to journal › Article › peer-review

22. Published

    The causes and extent of split sovereign credit ratings in emerging markets.

    Alsakka, R. & ap Gwilym, O., 1 Jan 2012, In: Emerging Markets Finance and Trade. 48, 1, p. 4-24

    Research output: Contribution to journal › Article › peer-review

23. Published

    The credit signals that matter most for sovereign bond spreads with split rating

    Vu, H., Alsakka, R. & ap Gwilym, O. M., May 2015, In: Journal of International Money and Finance. 53, p. 174-191

    Research output: Contribution to journal › Article › peer-review

24. Published

    The impact of ESMA regulatory identifiers on the quality of ratings

    Klusak, P., Alsakka, R. & ap Gwilym, O., Nov 2019, In: International Review of Financial Analysis. 66, 101365.

    Research output: Contribution to journal › Article › peer-review

25. Published

    The impact of sovereign rating actions on bank ratings in emerging markets

    ap Gwilym, O. M., Williams, G. L. & Alsakka, R., 1 Feb 2013, In: Journal of Banking and Finance. 37, 2, p. 563-577

    Research output: Contribution to journal › Article › peer-review

26. Published

    The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions

    Abad, P., Alsakka, R. & ap Gwilym, O., Jul 2018, In: Journal of International Money and Finance. 85, p. 40-57

    Research output: Contribution to journal › Article › peer-review

27. Published

    The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis

    ap Gwilym, O. M., Alsakka, R., Ap Gwilym, O. & Vu, T. N., 13 Apr 2014, In: Journal of International Money and Finance. 49, part B, p. 235-257

    Research output: Contribution to journal › Article › peer-review

28. Published

    What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk

    Vu, H., Alsakka, R. & ap Gwilym, O., Jul 2017, In: International Journal of Finance and Economics. 22, 3, p. 216-233

    Research output: Contribution to journal › Article › peer-review

29. Chapter › Research › Not peer-reviewed
30. Published

    The information content of sovereign watchlist and outlook: S&P versus Moody's

    Alsakka, R., Ap Gwilym, O. & Molyneux, P. (ed.), 1 Jan 2011, Bank Strategy: Governance and Ratings. 2011 ed. Unknown, p. 134-156

    Research output: Chapter in Book/Report/Conference proceeding › Chapter

31. Paper › Research › Not peer-reviewed
32. Published

    The extent and causes of sovereign split ratings.

    Alsakka, R. & Ap Gwilym, O., 1 Jan 2010.

    Research output: Contribution to conference › Paper