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Publicação
Determinants of sovereign debt ratings in the OECD
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Autores
Orientador(es)
Resumo(s)
This dissertation studies the determinants of sovereign debt rating in the OECD from the two main rating agencies, Moody’s and S&P, between 1995-2019. The econometric model applied was the linear and ordered models to explain the explanatory variables. The results show that GDP per capita, Investment, General Public Debt, Unemployment, Government Revenue, and Governance may have a steady impact on sovereign ratings.
Descrição
Mestrado Bolonha em Economia Monetária e Financeira
Palavras-chave
Sovereign debt ratings ratings agencies linear models ordered models
Contexto Educativo
Citação
Pimentel, Diogo Januário (2021). "Determinants of sovereign debt ratings in the OECD". Dissertação de Mestrado, Universidade de Lisboa. Instituto Superior de Economia e Gestão.
Editora
Instituto Superior de Economia e Gestão