Sovereign credit rating determinants: A comparison before and after the European debt crisis
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DOI: 10.1016/j.jbankfin.2017.01.006
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More about this item
Keywords
Composite marginal likelihood; Credit rating agencies; European debt crisis; Multi-year ordered probit model; Sovereign credit rating determinants;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
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