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

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, is conducted in this paper by using linear, logistic, and exponential transformations of the rating scales. Of the large number of varia...

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Bibliographic Details
Main Author: Afonso, António (author)
Format: article
Language:eng
Published: 2022
Subjects:
Online Access:http://hdl.handle.net/10400.5/25669
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/25669