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Combining Bond Rating Forecasts Using Logit

Author

Listed:
  • Kamstra, M.
  • Kennedy, P.
  • Suan, T.-K.

Abstract

This paper uses the ordered logit regression combining method to form consensus forecasts from different individual bond rating forecasts, to predict bond ratings in the transportation and industrial sectors form Moody's bond rating service.

Suggested Citation

  • Kamstra, M. & Kennedy, P. & Suan, T.-K., 1998. "Combining Bond Rating Forecasts Using Logit," Discussion Papers dp98-10, Department of Economics, Simon Fraser University.
    • Handle: RePEc:sfu:sfudps:dp98-10
    as

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    Keywords

    PROJECTIONS ; STATISTICAL ANALYSIS ; ECONOMETRIC MODELS ; INVESTMENTS;
    All these keywords.

    JEL classification:

    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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