Past sovereign defaults as a predictor of future defaults

Keng Siong
Additional contact information
Keng Siong: DBS Bank Singapore

Oceania Stata Conference 2025 from Stata Users Group

Abstract: This study looks at the likelihood that a country that defaults once would default again by testing the statistical significance between sovereign default as the dependent variable against lags of itself as the independent variable. When we use panelized probit models with Stata, the results show that a sovereign country that has defaulted is very likely to default again in the next eight years following the initial default.

References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:osug25:8

Access Statistics for this paper

More papers in Oceania Stata Conference 2025 from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().