Ordered response models for sovereign debt ratings

Bibliographic Details
Main Author: Afonso, António
Publication Date: 2006
Other Authors: Gomes, Pedro, Rother, Philipp
Format: Article
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/10400.5/2656
Summary: 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 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:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2025-03-17T16:25:29Zoai:repositorio.ulisboa.pt:10400.5/2656Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-29T04:13:55.779049Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
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:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
_version_ 1833601988204429312

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