Ordered Response Models for Sovereign Debt Ratings

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

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Year of publication:	[2009]
Authors:	Afonso, António
Other Persons:	Gomes, Pedro (contributor) ; Rother, Philipp C. (contributor)
Publisher:	[2009]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Notes:	In: Applied Economics Letters, Vol. 16, No. 8, pp. 769-773, 2009 Volltext nicht verfügbar
Classification:	C25 - Discrete Regression and Qualitative Choice Models ; E44 - Financial Markets and the Macroeconomy ; F30 - International Finance. General ; G15 - International Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012767162