Rating Polski na tle krajów Europy Środkowo-Wschodniej

• Autorzy: Patrycja Chodnicka-Jaworska

Warianty tytułu

Polish Credit Rating in Comparison with the Central and Eastern European Countries

• Języki publikacji: PL

Abstrakty

Celem pracy jest analiza ratingu kredytowego Polski na tle krajów Europy Środkowo-Wschodniej. W tekście dokonano przeglądu literaturowego dotyczącego ratingów krajów rozwijających się i postawiono hipotezę: credit rating kraju determinowany jest poziomem rozwoju gospodarczego, niskim ryzykiem politycznym oraz stabilną polityką fiskalno- monetarną. Do badania wykorzystano dane z bazy Thomson Reuters. Badanie przeprowadzono z użyciem metod regresji panelowej. Zmienną zależną były długoterminowe ratingi kredytowe krajów prezentowane przez S&P i Moody's dla lat 2000-2015. Jako zmiennych objaśniających użyto m.in. PKB, indeksów ryzyka politycznego Banku Światowego, poziomu inflacji, długu publicznego, przepływów finansowych.(abstrakt oryginalny)

EN

The aim of the paper is to analyse the Polish credit rating in comparison with the ratings received by Central and Eastern European countries. The literature review about credit ratings of the developing countries has been prepared. A hypothesis has been put: country's credit rating is determined by the level of the economy development, the low political risk and the stable fiscal-monetary policy. The research used data form the Thomson Reuters. The analysis has been performed by using the panel data models. As a dependent variable there were taken countries' long term issuer credit ratings presented by S&P and Moody's for the 2000-2015 period of time. As the independent variables there were used among others: GDP, World Bank political risk indexes, inflation, public debt and financial flows.(original abstract)

Słowa kluczowe

PL

Ocena zdolności kredytowej; Ryzyko polityczne

EN

Credit rating; Political risk

• Czasopismo: Społeczeństwo i Ekonomia
• Rocznik: 2016
• Numer: nr 2 (6)
• Strony: 74--86

Twórcy

autor

Patrycja Chodnicka-Jaworska

• Uniwersytet Warszawski

Bibliografia

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Identyfikatory

DOI

10.15611/sie.2016.2.05