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I am working on the determinants of sovereign credit rating.

I am looking for the historical rating data-set for euro-zone countries.

Does anyone know any source?

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see list of datasources here : quant.stackexchange.com/questions/739/… – q.t.f. Sep 5 '14 at 20:37
    
be carefull. the ratings from BBG are proprietary data of the respective agency. If you use them for you own, it might not be a problem. If you use them in a publication then (here is comes) the agency will go to BBG BBG will go to the person who is paying for the terminal and might ask for funds in the end you might end up paying for it. – user18888 Jan 7 at 14:30

Bloomberg terminal page: CSDR (="Sovereign Debt Ratings")

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