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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Official URL: https://doi.org/10.1080/13504850701221931
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 Faculties and Schools > Faculty of Business and Law > Birkbeck Business School |
| Research Centres and Institutes: | Applied Macroeconomics, Birkbeck Centre for |
| Depositing User: | Pedro Gomes |
| Date Deposited: | 11 Oct 2017 18:05 |
| Last Modified: | 02 Aug 2023 17:36 |
| URI: | https://eprints.bbk.ac.uk/id/eprint/20037 |
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