按地区和评级机构划分的企业信用等级转换的时间序列特性

IF 1.2 4区经济学 Q3 ECONOMICS

Applied Economics Letters Pub Date : 2024-06-23 DOI:10.1080/13504851.2024.2368263

Gyu-Sik Han, Young Kyu Kim

引用次数: 0

摘要

研究证实了信用评级转换的时间序列特性，并发现了不同地区和评级机构之间的共性和差异。研究发现了不同地区和评级机构之间的显著差异。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Time series properties of corporate credit rating transitions by regions and rating agencies

The study confirms the time series properties of the credit rating transitions and finds commonalities and differences across regions and rating agencies. Significant differences were found between...

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Applied Economics Letters ECONOMICS-

CiteScore

2.90

自引率

6.20%

发文量

460

期刊介绍： Applied Economics Letters is a companion journal to Applied Economics and Applied Financial Economics. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. They are generally applied in nature, but may include discussion of method and theoretical formulation. In a change to the format of the Applied Financial Series of journals, from 2009 Applied Financial Economics Letters will be incorporated into its sister journal Applied Economics Letters.