Short‐and long‐run determinants of sovereign debt credit ratings
We study the determinants of sovereign debt ratings from the three main rating agencies, for the period 1995–2005. Using linear and ordered response models, we employ a specification that allows us to distinguish between short- and long-run effects, on a country’s rating, of macroeconomic and fiscal...
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| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2022
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10400.5/25660 |
| Country: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/25660 |