A random effects ordered probit model for rating migrations
Author:
Publisher
Elsevier BV
Subject
Finance
Reference19 articles.
1. Ordered response models for sovereign debt ratings;Afonso;Applied Economics Letters,2009
2. Heterogeneity of sovereign rating migrations in emerging countries;Al-Sakka;Emerging Markets Review,2009
3. Behind the Boom in Emerging Market Equity Investing;Banerjee,2006
4. Ratings migration and the business cycle, with application to credit portfolio stress testing;Bangia;Journal of Banking and Finance,2002
5. Modelling sovereign credit ratings: neural networks versus ordered probit;Bennell;Expert Systems with Applications,2006
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