Ordered response models for sovereign debt ratings

Detalhes bibliográficos
Autor(a) principal: Afonso, António
Data de Publicação: 2009
Outros Autores: Gomes, Pedro, Rother, Philipp
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/25627
Resumo: 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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spelling Ordered response models for sovereign debt ratingsOrdered ProbitOrdered LogitRandom Effects Ordered LogitSovereign RatingUsing 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.BIROn - Birkbeck Institutional Research Online - University of LondonRepositório da Universidade de LisboaAfonso, AntónioGomes, PedroRother, Philipp2022-09-29T15:36:53Z20092009-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/25627engAfonso, António; Pedro Gomes and Philipp Rother. (2009). "Ordered response models for sovereign debt ratings" . Applied Economics Letters, Vol.16, No.8: pp. 769-773.1350-4851info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-06T14:55:11Zoai:www.repository.utl.pt:10400.5/25627Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:09:26.736904Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Ordered response models for sovereign debt ratings
title Ordered response models for sovereign debt ratings
spellingShingle Ordered response models for sovereign debt ratings
Afonso, António
Ordered Probit
Ordered Logit
Random Effects Ordered Logit
Sovereign Rating
title_short Ordered response models for sovereign debt ratings
title_full Ordered response models for sovereign debt ratings
title_fullStr Ordered response models for sovereign debt ratings
title_full_unstemmed Ordered response models for sovereign debt ratings
title_sort Ordered response models for sovereign debt ratings
author Afonso, António
author_facet Afonso, António
Gomes, Pedro
Rother, Philipp
author_role author
author2 Gomes, Pedro
Rother, Philipp
author2_role author
author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Afonso, António
Gomes, Pedro
Rother, Philipp
dc.subject.por.fl_str_mv Ordered Probit
Ordered Logit
Random Effects Ordered Logit
Sovereign Rating
topic Ordered Probit
Ordered Logit
Random Effects Ordered Logit
Sovereign Rating
description 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.
publishDate 2009
dc.date.none.fl_str_mv 2009
2009-01-01T00:00:00Z
2022-09-29T15:36:53Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/25627
url http://hdl.handle.net/10400.5/25627
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Afonso, António; Pedro Gomes and Philipp Rother. (2009). "Ordered response models for sovereign debt ratings" . Applied Economics Letters, Vol.16, No.8: pp. 769-773.
1350-4851
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv BIROn - Birkbeck Institutional Research Online - University of London
publisher.none.fl_str_mv BIROn - Birkbeck Institutional Research Online - University of London
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
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collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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