Determination of Sovereign Rating: Factor Based Ordered Probit Models for Panel Data Analysis Modelling Framework
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- Julian Vasilev, 2014. "Calculating the Probability of Returning a Loan with Binary Probability Models," Romanian Statistical Review, Romanian Statistical Review, vol. 62(4), pages 55-71, December.
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More about this item
KeywordsCredit notches; factor analysis; ordered probit model;
- G01 - Financial Economics - - General - - - Financial Crises
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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