Modelling the relationship between industry sector and rating assessment
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F13%3A86086549" target="_blank" >RIV/61989100:27510/13:86086549 - isvavai.cz</a>
Result on the web
<a href="http://www.ekf.vsb.cz/export/sites/ekf/frpfi/.content/galerie-dokumentu/final-2.pdf" target="_blank" >http://www.ekf.vsb.cz/export/sites/ekf/frpfi/.content/galerie-dokumentu/final-2.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Modelling the relationship between industry sector and rating assessment
Original language description
The paper is focused on examining and modelling the relationship between industry sectors and rating assessment. Specifically, it is investigated whether there is relationship between industry sector and bond rating. The primary hypothesis is that the business sector might have some impact of the overall rating assessment of companies. In this paper, a logistic regression technique will be used to examine the relationship and estimate the model. The main objective of this paper is the use of ordinal logistic regression on selected corporate bonds to build a bond model based on Moody?s external rating. The methodology will be explained in the first part of this paper, the next chapters are devoted to the model estimation and interpretation of results.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Financial Management of Firms and Financial Institutions : 9th international scientific conference : 9th - 10th September 2013, Ostrava, Czech Republic : proceedings. [Part 1-3]
ISBN
978-80-248-3172-5
ISSN
2336-162X
e-ISSN
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Number of pages
8
Pages from-to
613-620
Publisher name
VŠB-Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 9, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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