Short- and long-run determinants of sovereign debt credit ratings

International Journal of Finance and Economics

Volumn 16, Issue 1, 2011, Pages 1-15

  Afonso, Antonio ^a,b   Gomes, Pedro ^c   Rother, Philipp ^b  

^a ISEG LISBON SCHOOL OF ECONOMICS AND MANAGEMENT   (Portugal)

^b EUROPEAN CENTRAL BANK   (Germany)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Credit ratings; Random effects ordered probit; Rating agencies; Sovereign debt

Indexed keywords

CREDIT PROVISION; DEBT; ECONOMIC GROWTH; GROSS DOMESTIC PRODUCT; MACROECONOMICS; MODELING;

EID: 78650254138     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.416     Document Type: Article

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