References
Afonso, A. (2003). Understanding the determinants of sovereign debt ratings: evidence
for the two leading agencies. Journal of Economics and Finance, 27 (1), 56-74.
Alexe, S.; Hammer, P.; Kogan, A. and Lejeune, M. (2003). A non-recursive regression
model for country risk rating. Rutcor Research Report 9, Rutgers Center for Operational
Research, March.
Bissoondoyal-Bheenick, E. (2005). An analysis of the determinants of sovereign
ratings. Global Finance Journal, 15 (3), 251-280.
Bissoondoyal-Bheenick, E.; Brooks, R. and Yip, A. (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, May.
Borio, C. and Packer, F. (2004). Assessing new perspectives on country risk. BIS
Quarterly Review, BIS, December, 47-65.
Butler, A. and Fauver. L. (2006). Institutional Environment and Sovereign Credit
Ratings. Financial Management (forthcoming).
Cantor R. and Packer, F. (1996). Determinants and impact of sovereign credit ratings.
Economic Policy Review, 2, 37-53. Federal Reserve Bank of New York.
Canuto, O.; Santos, P. and Porto, P. (2004). Macroeconomics and Sovereign Risk
Ratings, Januray, mimeo.
Eliasson, A. (2002). Sovereign credit ratings. Working Papers 02-1, Deutsche Bank.
Fitch Ratings (2006). Fitch sovereign ratings transition and default study.
Frechette, G. (2001a). sg158: Random-effects ordered probit, Stata Technical Bulletin
59, 23-27. Reprinted in Stata Technical Bulletin Reprints 10, 261-266.
Frechette, G. (2001b). sg158.1: Update to random-effects ordered probit, Stata
Technical Bulletin 61, 12. Reprinted in Stata Technical Bulletin Reprints 10, 266-267.
Hajivassiliou, V. (2006). A Modified Random Effects Estimator for Panel Data Models
with Correlated Regressors, mimeo.
Hajivassiliou, V. and Ioannides, Y. (2006). Unemployment and Liquidity Constraints.
Journal of Applied Econometrics (forthcoming).
Hu, Y.-T.; Kiesel, R. and Perraudin, W. (2002). The estimation of transition matrices
for sovereign credit ratings. Journal of Banking & Finance, 26 (7), 1383-1406.
31
More intriguing information
1. Non-farm businesses local economic integration level: the case of six Portuguese small and medium-sized Markettowns• - a sector approach2. Manufacturing Earnings and Cycles: New Evidence
3. A Rare Presentation of Crohn's Disease
4. Understanding the (relative) fall and rise of construction wages
5. The name is absent
6. Healthy state, worried workers: North Carolina in the world economy
7. The name is absent
8. The name is absent
9. Models of Cognition: Neurological possibility does not indicate neurological plausibility.
10. Credit Markets and the Propagation of Monetary Policy Shocks