D'Apolito, Elisabetta; Pacelli, Vincenzo - In: BANCARIA 03 (2013) March
This paper analyzes the methods of rating attribution of the major international agencies (Moody’s, Fitch and Standard & Poor’s) between 2005 and 2010 for a sample of Italian and European listed banks and tests empirically, through the multivariate analysis of Ols, the possible relations of...