Combining Bond Rating Forecasts Using Logit

Mark Kamstra (), Peter Kennedy and T.-K. Suan

Discussion Papers from Department of Economics, Simon Fraser University

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.

Keywords: PROJECTIONS; STATISTICAL ANALYSIS; ECONOMETRIC MODELS; INVESTMENTS (search for similar items in EconPapers)
JEL-codes: C30 C40 G10 G20 (search for similar items in EconPapers)
Pages: 24 pages
Date: 1998
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Journal Article: Combining Bond Rating Forecasts Using Logit (2001)
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