Publicação
Determinants of sovereign debt ratings in the OECD
| dc.contributor.advisor | Afonso, António | |
| dc.contributor.author | Pimentel, Diogo Januário | |
| dc.date.accessioned | 2021-12-20T19:07:24Z | |
| dc.date.available | 2021-12-20T19:07:24Z | |
| dc.date.issued | 2021-10 | |
| dc.description | Mestrado Bolonha em Economia Monetária e Financeira | pt_PT |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Pimentel, Diogo Januário (2021). "Determinants of sovereign debt ratings in the OECD". Dissertação de Mestrado, Universidade de Lisboa. Instituto Superior de Economia e Gestão. | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.5/22797 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Instituto Superior de Economia e Gestão | pt_PT |
| dc.subject | Sovereign debt ratings | pt_PT |
| dc.subject | ratings agencies | pt_PT |
| dc.subject | linear models | pt_PT |
| dc.subject | ordered models | pt_PT |
| dc.title | Determinants of sovereign debt ratings in the OECD | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |