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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| Format: | workingPaper |
| Language: | eng |
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2010
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| Online Access: | http://hdl.handle.net/10400.5/2736 |
| Country: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/2736 |