Predicting credit rating changes conditional on economic strength
Chanaka Edirisinghe, Julia Sawicki, Yonggan Zhao, Jun Zhou
| Year of publication: |
2022
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|---|---|
| Authors: | Edirisinghe, Chanaka ; Sawicki, Julia ; Zhao, Yonggan ; Zhou, Jun |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-8
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| Subject: | Accounting variables | Corporate bond rating | Credit risk | Macroeconomic indicators | Markov regime-switching | Kreditwürdigkeit | Credit rating | Kreditrisiko | Unternehmensanleihe | Corporate bond | Markov-Kette | Markov chain | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102770 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553836