We examine the statistical determinants of transfer risk using probit estimation and an estensive data set of over 300 sovereign ratings given by the leading rating agencies between 1992-1997.
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Paper provided by University of Southampton - Department of Accounting and Management Science in its series Papers with number
00-160.
Length: 27 pages Date of creation: 2000 Date of revision: Handle: RePEc:fth:sotoam:00-160
Contact details of provider: Postal: University of Southampton, Department of Accounting & Mangement Science, Southampton S09 5NH UK. Phone: 44 0173 592537/592555 Fax: 44 0173 593858 Email: Web page: http://www.soton.ac.uk/~econweb/ More information through EDIRC