Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10003792668
In this paper we describe a method to decompose a well-known measure of debt ratings mobility into it's directional components. We show, using sovereign debt ratings as an example, that this directional decomposition allows us to better understand the underlying characteristics of debt ratings...
Persistent link: https://www.econbiz.de/10003602919
Persistent link: https://www.econbiz.de/10003108921
Persistent link: https://www.econbiz.de/10001944868