Articles liés à Rating change probabilities: An empirical analysis...

Rating change probabilities: An empirical analysis of sovereign ratings - Couverture souple

Bergen, Alex

 
9783656470823: Rating change probabilities: An empirical analysis of sovereign ratings
Couverture souple
ISBN 10 : 3656470820 ISBN 13 : 9783656470823
Editeur : Grin Verlag, 2013

Synopsis

Bachelor Thesis from the year 2012 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,0, University of Mannheim, language: English, abstract: In my Bachelor thesis I analyze the determinants of rating changes and the variables'marginal effects on rating change probabilities. Based on my results, I present transition matrices by computing transition probabilities. Furthermore, I analyze subsamples of my data set, conditional on the business cycle and the economic strength of a country, by using interaction effects. I thereby verify whether or how the transition matrices change by including interaction effects. I apply a latent variable approach, using an ordered probit model, to calculate the effects of different variables on the probabilities of rating changes.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de la quatrième de couverture

Bachelor Thesis from the year 2012 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,0, University of Mannheim, language: English, abstract: In my Bachelor thesis I analyze the determinants of rating changes and the variables'marginal effects on rating change probabilities. Based on my results, I present transition matrices by computing transition probabilities. Furthermore, I analyze subsamples of my data set, conditional on the business cycle and the economic strength of a country, by using interaction effects. I thereby verify whether or how the transition matrices change by including interaction effects. I apply a latent variable approach, using an ordered probit model, to calculate the effects of different variables on the probabilities of rating changes.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Grin Verlag
Date d'édition
2013
Langue
anglais
ISBN 10 
3656470820
ISBN 13 
9783656470823
Reliure
Broché
Nombre de pages
54
Coordonnées du fabricant
GRIN Publishing GmbH
info@grin.com

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München
80337
Allemagne