Which factors determine sovereign credit ratings?

European Journal of Finance

Volumn 12, Issue 4, 2006, Pages 361-377

  Mellios, Constantin ^a   Paget Blanc, Eric ^b  

^a UNIVERSITÉ DE CERGY PONTOISE   (France)

^b UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

Author keywords

Credit ratings; Logistic model; Principal component analysis; Sovereign debts; Sovereign default

Indexed keywords

EID: 33745110919     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470500377406     Document Type: Article

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