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Please use this identifier to cite or link to this item: http://hdl.handle.net/10400.5/2656

Title: Ordered Response Models for Sovereign Debt Ratings
Authors: Afonso, António
Gomes, Pedro
Rother, Philipp
Keywords: ordered probit
ordered logit
random effects ordered probit
sovereign rating
Issue Date: 2006
Publisher: ISEG – Departamento de Economia
Citation: Afonso, António, Pedro Gomes e Philipp Rother. 2006. "Ordered Response Models for Sovereign Debt Ratings". Instituto Superior de Economia e Gestão - DE Working papers nº 34-2006/DE/UECE
Series/Report no.: DE Working papers;nº 34-2006/DE/UECE
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.
URI: http://hdl.handle.net/10400.5/2656
ISSN: 0874-4548
Publisher version: https://aquila1.iseg.utl.pt/aquila/getFile.do?method=getFile&fileId=26468
Appears in Collections:UECE - Documentos de Trabalho / UECE - Working Papers
DE - Documentos de trabalho / Working Papers

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