This contribution responds to a research question posed by Billger & Goel (2009). Are determinants of corruption in highly corrupt countries different from those found in less corrupt countries? To answer this question, we use a cross-country quantile regression model that includes new explicative variables. We address some issues of specification we found in the work of Billger & Goel (2009) and we use the broadest and most recent data set used until now in such type of research (170 countries with data from 2018). We find that the variables size of government and share of protestant population are good predictors of the level of corruption only for specific levels of corruption, while other variables such as level of democracy, economic freedom, and income levels are strongly significant for all levels of corruption. In contrast to most of the studies in this area, we do not find the British colonial heritage to be relevant in explaining the current corruption level of a country.