Ordered response models for sovereign debt ratings
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.Download Info
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Bibliographic Info
Article provided by Taylor and Francis Journals in its journal Applied Economics Letters.
Volume (Year): 16 (2009)
Issue (Month): 8 ()
Pages: 769-773
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Related research
Keywords:Other versions of this item:
- António Afonso & Pedro Gomes & Philipp Rother, 2006. "Ordered Response Models for Sovereign Debt Ratings," Working Papers 2006/34, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F30 - International Economics - - International Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
References
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Peter Claeys & Borek Vašícek, 2012.
"“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”,"
AQR Working Papers
201209, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2012.
- Peter Claeys & Borek Vasicek, 2012. "Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News," Working Papers 2012/07, Czech National Bank, Research Department.
- Peter Claeys & Borek Vašícek, 2012. "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," IREA Working Papers 201219, University of Barcelona, Research Institute of Applied Economics, revised Nov 2012.
- António Afonso & Davide Furceri & Pedro Gomes, 2011.
"Sovereign credit ratings and financial markets linkages: application to European data,"
Working Papers
2011/14, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Afonso, António & Furceri, Davide & Gomes, Pedro, 2012. "Sovereign credit ratings and financial markets linkages: Application to European data," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 606-638.
- António Afonso & Davide Furceri & Pedro Gomes, 2011. "Sovereign credit ratings and financial markets linkages: application to European data," Working Paper Series 1347, European Central Bank.
- Gärtner, Manfred & Griesbach, Bjoern & Jung, Florian, 2011.
"PIGS or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies,"
Economics Working Paper Series
1106, University of St. Gallen, School of Economics and Political Science.
- Manfred Gärtner & Björn Griesbach & Florian Jung, 2011. "PIGS or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies," International Advances in Economic Research, Springer, vol. 17(3), pages 288-299, August.
- Alsakka, Rasha & ap Gwilym, Owain, 2010. "A random effects ordered probit model for rating migrations," Finance Research Letters, Elsevier, vol. 7(3), pages 140-147, September.
- António Afonso & Christophe Rault, 2010.
"Short and Long-run Behaviour of Long-term Sovereign Bond Yields,"
Working Papers
2010/19, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- António Afonso & Christophe Rault, 2010. "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," CESifo Working Paper Series 3249, CESifo Group Munich.
- Andrés Leal Marcos & Julio López Laborda, 2009. "Efectos externos del endeudamiento sobre la calificación crediticia de las Comunidades Autónomas," Hacienda Pública Española, IEF, vol. 189(2), pages 81-106, June.
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