Understanding the determinants of government debt ratings: evidence for the two leading agencies

I conduct an analysis of the possible determinants of sovereign credit ratings assigned by the two leading credit rating agencies, Moody's and Standard and Poor's, by using both a linear and a logistic transformation of the rating scales. Of the large number of variables that can be used,...

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Detalhes bibliográficos
Autor principal: Afonso, António (author)
Formato: workingPaper
Idioma:eng
Publicado em: 2010
Assuntos:
Texto completo:http://hdl.handle.net/10400.5/2736
País:Portugal
Oai:oai:www.repository.utl.pt:10400.5/2736