On the information content of sovereign credit rating reports : improving the predictability of rating transitions
Year of publication: |
2021
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Authors: | Slapnik, Ursula ; Lončarski, Igor |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 73.2021, p. 1-19
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Subject: | Sovereign credit rating reports | Rating transitions | Textual sentiment analysis | Subjectivity | Predictability | Rating philosophy | Kreditwürdigkeit | Credit rating | Länderrisiko | Country risk | Welt | World | Prognoseverfahren | Forecasting model | Ratingagentur | Rating agency |
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