Browsing by Author "Matthies, Alexander B."

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2013-01-08Diskussionspapier

Empirical Research on Corporate Credit-Ratings

Matthies, Alexander B.

We report on the current state and important older findings of empirical studies on corporate credit ratings and their relationship to ratings of other entities. Specifically, we consider the results of three lines of ...
2013-01-04Diskussionspapier

Statistical properties and stability of ratings in a subset of US firms

Matthies, Alexander B.

Standard explanatory variables that determine credit ratings do not achieve significant effects in a sample of 100 US non-financial firms in an ordered probit panel estimation. Sample size and selection as well as the ...