Ordered response models for sovereign debt ratings
Antonio Afonso,
Pedro Gomes and
Philipp Rother
Applied Economics Letters, 2009, vol. 16, issue 8, 769-773
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.
Date: 2009
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Working Paper: Ordered Response Models for Sovereign Debt Ratings (2006) 
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:16:y:2009:i:8:p:769-773
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DOI: 10.1080/13504850701221931
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