Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches
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- Emawtee Bissoondoyal-Bheenick & Robert Brooks & Angela Y.N.Yip, 2005. "Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches," Monash Econometrics and Business Statistics Working Papers 9/05, Monash University, Department of Econometrics and Business Statistics.
References listed on IDEAS
- Moon, Choon-Geol & Stotsky, Janet G, 1993. "Testing the Differences between the Determinants of Moody's and Standard & Poor's Ratings: An Application of Smooth Simulated Maximum Likelihood Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(1), pages 51-69, Jan.-Marc.
- repec:bla:ecorec:v:69:y:1993:i:205:p:193-205 is not listed on IDEAS
- repec:bla:intfin:v:2:y:1999:i:2:p:273-93 is not listed on IDEAS
- Bissoondoyal-Bheenick, Emawtee, 2005. "An analysis of the determinants of sovereign ratings," Global Finance Journal, Elsevier, vol. 15(3), pages 251-280, February.
- T.R.L. Fry & R.D. Brooks & Br. Comley & J. Zhang, 1993. "Economic Motivations for Limited Dependent and Qualitative Variable Models," The Economic Record, The Economic Society of Australia, vol. 69(2), pages 193-205, June.
- Robert Brooks & Robert Faff & David Sokulsky, 2002. "An ordered response model of test cricket performance," Applied Economics, Taylor & Francis Journals, vol. 34(18), pages 2353-2365.
- Richard Cantor & Frank Packer, 1996.
"Determinants and impact of sovereign credit ratings,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 2(Oct), pages 37-53.
- Richard Cantor & Frank Packer, 1996. "Determinants and impacts of sovereign credit ratings," Research Paper 9608, Federal Reserve Bank of New York.
- Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph, 2004. "The national market impact of sovereign rating changes," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 233-250, January.
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- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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