Rating change probabilities : an empirical analysis of sovereign ratings /
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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hamburg, Germany :
Anchor Academic Publishing,
2014.
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Temas: | |
Acceso en línea: | Texto completo |