What "hides" behind sovereign debt ratings?
In this paper we study the determinants of sovereign debt credit ratings using rating notations from the three main international rating agencies, for the period 1995-2005. We employ panel estimation and random effects ordered probit approaches to assess the explanatory power of several macroeconomi...
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| Outros Autores: | , |
| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2010
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/2134 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/2134 |