Modelling the relationship between industry sector and rating assessment

Kód výsledku v 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>

Výsledek na webu

<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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Jazyk výsledku

angličtina

Název v původním jazyce

Modelling the relationship between industry sector and rating assessment

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Modelling the relationship between industry sector and rating assessment

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2013

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

8

Strana od-do

613-620

Název nakladatele

VŠB-Technical University of Ostrava

Místo vydání

Ostrava

Místo konání akce

Ostrava

Datum konání akce

9. 9. 2013

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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