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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Detalhes bibliográficos
Autor principal: Afonso, António (author)
Formato: article
Idioma:eng
Publicado em: 2022
Assuntos:
Texto completo:http://hdl.handle.net/10400.5/25669
País:Portugal
Oai:oai:www.repository.utl.pt:10400.5/25669