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Rating change probabilities: An empirical analysis of sovereign ratings Alex Bergen
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Rating change probabilities: An empirical analysis of sovereign ratings
Alex Bergen
Bachelor Thesis from the year 2012 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,0, University of Mannheim, language: English, comment: Die Bachelorarbeit wurde mit dem 1. Platz beim Karrierepreis der DZ Bank Gruppe (2013) ausgezeichnet. Dies ist der höchstdotierte Hochschulpreis der Deutschen Wirtschaft für Akademische Abschlussarbeiten im Bereich "Banking &, Finance": www.karriere-preis.de , 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.
54 pages
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 5 de agosto de 2013 |
| ISBN13 | 9783656470823 |
| Editoras | Grin Verlag |
| Páginas | 54 |
| Dimensões | 148 × 210 × 3 mm · 90 g |
| Idioma | Alemão |