Corporate bond rating drift: an examination of rating agency credit quality changes over time ; (complete appendices only)
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | Undetermined |
| Veröffentlicht: |
New York, NY
1991
|
| Schriftenreihe: | Salomon Brothers Center for the Study of Financial Institutions <New York, NY>: Working paper series / S
91,40. |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Getr. Zählung graph. Darst. |
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| 245 | 1 | 0 | |a Corporate bond rating drift |b an examination of rating agency credit quality changes over time ; (complete appendices only) |c Edward I. Altman ; Duen Li Kao |
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Datensatz im Suchindex
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| adam_text | TableofCont
Table of Contents
Foreword ix
Preface xiii
Chapter 1. Introduction 1
Chapter 2. Empirical Analysis of Bond Rating Drift 5
Chapter 3. Modeling Bond Rating Drift 27
Chapter 4. Rating Changes and Bondholders Wealth ... 45
Chapter 5. Practical Implications and Future Research .. 47
Appendix A. Bond Rating Agencies and Systems 57
Appendix B. Rating Drift Tables, 1970 79 and 1980 89 .. 63
Appendix C. Parameter Estimation for an MS Model .... 71
References 75
Order Form 79
|
| any_adam_object | 1 |
| author | Altman, Edward I. 1941- Kao, Duen L. |
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| author_facet | Altman, Edward I. 1941- Kao, Duen L. |
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| building | Verbundindex |
| bvnumber | BV006612629 |
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| ctrlnum | (OCoLC)632682205 (DE-599)BVBBV006612629 |
| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-07-09T16:49:15Z |
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| spelling | Altman, Edward I. 1941- Verfasser (DE-588)124062016 aut Corporate bond rating drift an examination of rating agency credit quality changes over time ; (complete appendices only) Edward I. Altman ; Duen Li Kao New York, NY 1991 Getr. Zählung graph. Darst. txt rdacontent n rdamedia nc rdacarrier Salomon Brothers Center for the Study of Financial Institutions <New York, NY>: Working paper series / S 91,40. Kao, Duen L. Verfasser aut S Salomon Brothers Center for the Study of Financial Institutions <New York, NY>: Working paper series 91,40. (DE-604)BV006188026 91,40 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004225151&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Altman, Edward I. 1941- Kao, Duen L. Corporate bond rating drift an examination of rating agency credit quality changes over time ; (complete appendices only) |
| title | Corporate bond rating drift an examination of rating agency credit quality changes over time ; (complete appendices only) |
| title_auth | Corporate bond rating drift an examination of rating agency credit quality changes over time ; (complete appendices only) |
| title_exact_search | Corporate bond rating drift an examination of rating agency credit quality changes over time ; (complete appendices only) |
| title_full | Corporate bond rating drift an examination of rating agency credit quality changes over time ; (complete appendices only) Edward I. Altman ; Duen Li Kao |
| title_fullStr | Corporate bond rating drift an examination of rating agency credit quality changes over time ; (complete appendices only) Edward I. Altman ; Duen Li Kao |
| title_full_unstemmed | Corporate bond rating drift an examination of rating agency credit quality changes over time ; (complete appendices only) Edward I. Altman ; Duen Li Kao |
| title_short | Corporate bond rating drift |
| title_sort | corporate bond rating drift an examination of rating agency credit quality changes over time complete appendices only |
| title_sub | an examination of rating agency credit quality changes over time ; (complete appendices only) |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004225151&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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