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    Ordered response models for sovereign debt ratings

    Afonso, A. and Gomes, Pedro and Rother, P. (2009) Ordered response models for sovereign debt ratings. Applied Economics Letters 16 (8), pp. 769-773. ISSN 1350-4851.

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    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.

    Metadata

    Item Type: Article
    Additional Information: This is an Accepted Manuscript of an article published by Taylor & Francis, available online at the link above.
    School: Birkbeck Schools and Departments > School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Research Centre: Applied Macroeconomics, Birkbeck Centre for
    Depositing User: Pedro Gomes
    Date Deposited: 11 Oct 2017 18:05
    Last Modified: 27 Jul 2019 02:19
    URI: http://eprints.bbk.ac.uk/id/eprint/20037

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