BIROn - Birkbeck Institutional Research Online

    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.

    [img]
    Preview
    Text
    20037.pdf - Author's Accepted Manuscript

    Download (241kB) | Preview

    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

    Statistics

    Activity Overview
    6 month trend
    549Downloads
    6 month trend
    306Hits

    Additional statistics are available via IRStats2.

    Archive Staff Only (login required)

    Edit/View Item
    Edit/View Item