The Joint Dynamics of Sovereign Ratings and Government Bond Yields
Year of publication: |
2015-03
|
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Authors: | El-Shagi, Makram ; Schweinitz, Gregor von |
Institutions: | Institut für Wirtschaftsforschung Halle (IWH) |
Subject: | sovereign risk | rating agencies | semiparametric model | nonlinearities |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 4 |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C25 - Discrete Regression and Qualitative Choice Models ; F34 - International Lending and Debt Problems ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
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