Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches
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- Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Yip, Angela Y.N., 2006. "Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches," Global Finance Journal, Elsevier, vol. 17(1), pages 136-154, September.
References listed on IDEAS
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- Reusens, Peter & Croux, Christophe, 2017. "Sovereign credit rating determinants: A comparison before and after the European debt crisis," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 108-121.
- Ozturk, Huseyin & Namli, Ersin & Erdal, Halil Ibrahim, 2016. "Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample," Economic Modelling, Elsevier, vol. 54(C), pages 469-478.
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More about this item
KeywordsSovereign Ratings; Ordered Response Models; Case-Based Reasoning;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-05-07 (All new papers)
- NEP-DCM-2005-05-07 (Discrete Choice Models)
- NEP-FIN-2005-05-07 (Finance)
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