I would need time series, from 2000 to 2015 (if possible) of sovereign credit ratings by Moody's, S&P and Fitch. Could you suggest me a source or provide me such a dataset? Thank you very much!
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Such data are provided by Bloomberg Terminal. I am positive about Moody's and S&P but not sure whether Fitch rating is also available.
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$\begingroup$ I do not have access to Bloomberg, but I would need this data for my master thesis. Do you have any idea how I could get them? $\endgroup$ Commented May 30, 2016 at 11:44
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$\begingroup$ No I don't believe that you can find such data collectively on the internet for free. $\endgroup$– e.malCommented May 31, 2016 at 20:11
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$\begingroup$ Check with your library, they may not have bloomberg, but they may have other data providers such as Thomson Reuters (Eikon). $\endgroup$ Commented Jul 26, 2016 at 18:13