| Description |
1 online resource (50 pages) : illustrations |
| Physical Medium |
polychrome |
| Description |
text file |
| Bibliography |
Includes bibliographical references. |
| 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. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Financial crises -- History.
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Financial crises. |
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History. |
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Debts, External -- History.
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Debts, External. |
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Economic stabilization -- History.
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Economic stabilization. |
| Genre/Form |
Electronic books.
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Electronic books.
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History.
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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 |
| ISBN |
9783954896561 (electronic book) |
|
3954896567 (electronic book) |
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9783954891566 |
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