85,22 €
94,69 €
-10% with code: EXTRA
Rating change probabilities
Rating change probabilities
85,22
94,69 €
  • We will send in 10–14 business days.
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 th…
  • Publisher:
  • Year: 2013
  • Pages: 54
  • ISBN-10: 3656470820
  • ISBN-13: 9783656470823
  • Format: 14.8 x 21 x 0.3 cm, softcover
  • Language: English
  • SAVE -10% with code: EXTRA

Rating change probabilities (e-book) (used book) | bookbook.eu

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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.

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  • Author: Alex Bergen
  • Publisher:
  • Year: 2013
  • Pages: 54
  • ISBN-10: 3656470820
  • ISBN-13: 9783656470823
  • Format: 14.8 x 21 x 0.3 cm, softcover
  • Language: English English

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.

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