Rating Change Probabilities: An Empirical Analysis of Sovereign Ratings

-15% su kodu: ENG15
42,81 
Įprasta kaina: 50,36 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
42,81 
Įprasta kaina: 50,36 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
2025-02-28 50.3600 InStock
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Knygos aprašymas

This study analyzes the determinants of rating changes and the variables' marginal effects on rating change probabilities. Based on the results, it presents transition matrices by computing transition probabilities. Furthermore, this study analyzes subsamples of the data set, conditional on the business cycle and the economic strength of a country, by using interaction effects. The Author of this study thereby verifies whether or how the transition matrices change by including interaction effects. He applies a latent variable approach, using an ordered probit model, to calculate the effects of different variables on the probabilities of rating changes.

Informacija

Autorius: Alex Bergen
Leidėjas: Anchor Academic Publishing
Išleidimo metai: 2013
Knygos puslapių skaičius: 52
ISBN-10: 3954891565
ISBN-13: 9783954891566
Formatas: 220 x 155 x 5 mm. Knyga minkštu viršeliu
Kalba: Anglų

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