Hidden Bibliographic Details
| ISBN: | 9783954896561
3954896567
9783954891566
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| Notes: | Includes bibliographical references.
Online resource; title from PDF cover (ebrary, viewed April 15, 2014).
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| Summary: | 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.
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| Other form: | Print version: Bergen, Alex. Rating change probabilities : an empirical analysis of sovereign ratings. Hamburg, Germany : Anchor Academic Publishing, ©2014 48 pages 9783954891566
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