Market-based evaluation for models to predict bond ratings

Review of Pacific Basin Financial Markets and Policies

Volumn 7, Issue 2, 2004, Pages 153-172

  Chan, Konan ^a   Jegadeesh, Narasimhan ^b  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b EMORY UNIVERSITY   (United States)

Author keywords

Bond market efficiency; Bond rating prediction; Bond trading strategy; Relative rating strength portfolio

Indexed keywords

MARKET CONDITIONS; MODELING; STOCK MARKET;

EID: 4744369762     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091504000081     Document Type: Article

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