Rating Change Probabilities An Empirical Analysis of Sovereign Ratings
| Author/creator | Bergen, Alex Author |
| Format | Electronic |
| Publication Info | Hamburg : Anchor Academic Publishing. ein Imprint der Diplomica Verlag GmbH |
| Description | 52 p. 08.270 x 05.830 in. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Summary | Annotation 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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9783954891566 |
| ISBN | 3954891565 (Trade Paper) Active Record |
| Standard identifier# | 9783954891566 |
| Stock number | 01684695 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |