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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Bibliographic Details
Main Author: Afonso, António (author)
Other Authors: Albuquerque, André (author)
Format: workingPaper
Language:eng
Published: 2017
Subjects:
Sovereign Ratings
Split Ratings
Panel Data
Random Effects Ordered Probit
Online Access:http://hdl.handle.net/10400.5/13134
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/13134

Internet

http://hdl.handle.net/10400.5/13134

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