What drives credit rating changes? : a return decomposition approach
Hyungjin Cho (Department of Business Administration, Universidad Carlos III de Madrid), Sunhwa Choi(Management School, Lancaster University)
| Year of publication: |
December 2015
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|---|---|
| Authors: | Cho, Hyungjin ; Choi, Sunhwa |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 44.2015, 6, p. 899-931
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| Subject: | Cash-flow news | Credit ratings | Discount-rate news | Return decomposition | Vector Autoregression | Kreditwürdigkeit | Credit rating | Ankündigungseffekt | Announcement effect | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method | Kapitaleinkommen | Capital income | Schätzung | Estimation | Ratingagentur | Rating agency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12118 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011471121