Sovereign credit rating mismatches
We study the factors behind split ratings in sovereign credit ratings from different agencies, for the period 1980-2015. We employ random effects ordered and simple probit approaches to assess the explanatory power of different macroeconomic, government and financial variables. Our results show that...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2017
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| Texto completo: | http://hdl.handle.net/10400.5/13134 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/13134 |