Publication
Ordered response models for sovereign debt ratings
| dc.contributor.author | Afonso, António | |
| dc.contributor.author | Gomes, Pedro | |
| dc.contributor.author | Rother, Philipp | |
| dc.date.accessioned | 2022-09-29T15:36:53Z | |
| dc.date.available | 2022-09-29T15:36:53Z | |
| dc.date.issued | 2009 | |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | 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. | pt_PT |
| dc.identifier.issn | 1350-4851 | |
| dc.identifier.uri | http://hdl.handle.net/10400.5/25627 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | BIROn - Birkbeck Institutional Research Online - University of London | pt_PT |
| dc.subject | Ordered Probit | pt_PT |
| dc.subject | Ordered Logit | pt_PT |
| dc.subject | Random Effects Ordered Logit | pt_PT |
| dc.subject | Sovereign Rating | pt_PT |
| dc.title | Ordered response models for sovereign debt ratings | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |
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