Modeling Dependent Credit Rating Transitions: A Comparison of Coupling Schemes and Empirical Evidence

Central European Journal of Operations Research - Germany
doi 10.1007/s10100-015-0415-6
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Numerical Modeling of Dependent Credit Rating Transitions With Asynchronously Moving Industries

Computational Economics
Computer Science ApplicationsEconomicsEconometricsFinance
2016English

Chinese Micro-Enterprise Credit Rating Model and Empirical Analysis

Journal of Applied Sciences
2013English

Credit Scoring Modeling With State-Dependent Sample Selection: A Comparison Study With the Usual Logistic Modeling

Pesquisa Operacional
Management ScienceOperations Research
2015English

Small Is Beautiful? A Comparison of Major and Minor Credit Rating Agencies Credibility

International Journal of Business Administration
2016English

Determinants of Credit Rating Actions: Evidence From International Maritime Companies

Business and Management Horizons
2017English

The Credit Rating Industry

2019English

Sovereign Rescheduling Probabilities in Emerging Markets: A Comparison With Credit Rating Agencies’ Ratings

Journal of Applied Statistics
UncertaintyStatisticsProbability
2008English

Securitization, Credit Rating and Issuers’ Characteristics

Brazilian Business Review
ManagementBusinessEconomicsInternational ManagementStrategyInnovationAccountingManagement of TechnologyEconometrics
2014English

An Empirical Study of the Relationship Between the Listed Company Stock Returns and the Credit Rating

SHS Web of Conferences
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy