Provincial Credit Rating in Canada: An Ordered Probit Analysis
AbstractThe author estimates the relationship between the provincial credit ratimgs, as assessed by Standard & Poor' and a number of economic variables, using the ordered probit methodology.
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Bibliographic InfoPaper provided by Bank of Canada in its series Working Papers with number 96-6.
Length: 38 pages
Date of creation: 1996
Date of revision:
Contact details of provider:
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Web page: http://www.bank-banque-canada.ca/
FINANCIAL INSTITUTIONS; CREDIT; ECONOMIC MODELS;
Find related papers by JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models
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- Jo-Hui Chen & Chih-Sean Chen, 2011. "The effects of international off-site surveillance on bank rating changes," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(6), pages 1313-1329, October.
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