Abstract
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 regions but not between rating agencies.
| Original language | English |
|---|---|
| Pages (from-to) | 359-365 |
| Number of pages | 7 |
| Journal | Applied Economics Letters |
| Volume | 33 |
| Issue number | 3 |
| DOIs | |
| State | Published - 2026 |
Keywords
- credit ratings
- credit ratings transition matrix
- time series
- time-homogeneous Markov Chain
- unit root test
Quacquarelli Symonds(QS) Subject Topics
- Economics & Econometrics
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