Ordered response models for sovereign debt ratings

Afonso, António; Gomes, Pedro; Rother, Philipp

http://hdl.handle.net/10400.5/25627

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Autores

Afonso, António

Gomes, Pedro

Rother, Philipp

Resumo(s)

Using ordered logit and probit plus random effects ordered probit approaches, we study the determinants of sovereign debt ratings. We found that the last procedure is the best for panel data as it takes into account the additional cross-section error.

Palavras-chave

Ordered Probit Ordered Logit Random Effects Ordered Logit Sovereign Rating

URI

http://hdl.handle.net/10400.5/25627

Citação

Afonso, António; Pedro Gomes and Philipp Rother. (2009). "Ordered response models for sovereign debt ratings" . Applied Economics Letters, Vol.16, No.8: pp. 769-773.

Editora

BIROn - Birkbeck Institutional Research Online - University of London

Coleções

DE - Artigos em Revistas Internacionais / Articles in International Journals
UECE - Artigos em Revistas Internacionais / Articles in International Journals

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