Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches

The paper compares two alternative techniques for the modelling of the determinants of sovereign ratings, specifically, ordered probit and case-based reasoning. Despite the differences in approach the two alternative modelling approaches produce similar results in terms of which variables are signif...

Full description

Saved in:
Bibliographic details
Volume: 17
Main Author: Bissoondoyal-Bheenick, Emawtee
Brooks, Robert
Yip, Angela Y.N
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Greenwich Elsevier Inc 2006
Elsevier
Elsevier B.V
Elsevier Science Ltd
published in: Global finance journal Vol. 17; no. 1; pp. 136 - 154
Data of publication: 2006
ISSN: 1044-0283
1873-5665
EISSN: 1873-5665
Discipline: Business
Series: Global Finance Journal
Subjects:
G15
Online Access: available in Bonn?
Database: RePEc IDEAS
RePEc
CrossRef
Academic OneFile (A&I only)
ProQuest One Business
ProQuest One Business (Alumni)
Database information Databases - DBIS