Ordered response models for sovereign debt ratings

Detalhes bibliográficos
Autor(a) principal: Afonso, António
Data de Publicação: 2006
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/10400.5/2656
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.
id RCAP_d50578773da2c1a1b2c25a397b02f413
oai_identifier_str oai:www.repository.utl.pt:10400.5/2656
network_acronym_str RCAP
network_name_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository_id_str 7160
spelling Ordered response models for sovereign debt ratingsOrdered ProbitOrdered LogitRandom Effects Ordered ProbitSovereign 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.ISEG – Departamento de EconomiaRepositório da Universidade de LisboaAfonso, AntónioGomes, PedroRother, Philipp2010-12-10T11:08:05Z20062006-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/2656engAfonso, 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/UECE0874-4548info: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:RCAAP2023-03-06T14:33:50Zoai:www.repository.utl.pt:10400.5/2656Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T16:50:37.583098Repositório 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 Probit
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 Probit
Sovereign Rating
topic Ordered Probit
Ordered Logit
Random Effects Ordered Probit
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 2006
dc.date.none.fl_str_mv 2006
2006-01-01T00:00:00Z
2010-12-10T11:08:05Z
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/10400.5/2656
url http://hdl.handle.net/10400.5/2656
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 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
0874-4548
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 ISEG – Departamento de Economia
publisher.none.fl_str_mv ISEG – Departamento de Economia
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
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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
repository.mail.fl_str_mv
_version_ 1799130981345525760

Registros relacionados