We study the determinants of sovereign debt ratings from the three main rating agencies, for the period 1995-2005. Using linear and ordered response models, we employ a specification that allows us to distinguish between short-and long-run effects, on a country's rating, of macroeconomic and fiscal
✦ LIBER ✦
Multiple Credit Ratings, Cost of Debt and Self-Selection
✍ Scribed by Thomas Mählmann
- Book ID
- 111106004
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 601 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0306-686X
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