相关实验视频
Updated: Jul 13, 2025

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An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
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主权信用评级变化与公司风险之间的关系
Chong-Chuo Chang1, Wing-Keung Wong2,3,4, Shih-Tse Lo5
1Department of Banking and Finance, College of Management, National Chi Nan University, Taiwan.
Heliyon
|October 11, 2023
概括
主权信用评级的变化显著影响公司风险. 升级会降低风险,降级会增加风险,而评级转移会放大风险的影响.
科学领域:
- 经济学 经济学 经济学
- 金融 金融 金融 金融 金融
背景情况:
- 主权信用评级是主要的宏观经济指标.
- 它们对个人公司风险的影响仍未得到充分研究.
研究的目的:
- 调查主权信用评级变化与公司级风险之间的关系.
- 分析贸易依赖经济体的传染效应.
主要方法:
- 对主权信用评级变化的实证分析.
- 检查发达市场和发展中国家的公司风险.
- 在金融危机之外进行稳定性检查.
主要成果:
- 升级主权信用评级会降低公司风险;降级会增加风险.
- 较大的评级转移导致公司风险发生更大的变化.
- 贸易依赖国家的主权评级和公司风险之间存在着传染效应.
结论:
- 主权信用评级是公司风险的一个重要决定因素.
- 发达市场和发展中国家市场之间观察到的差异性影响.
- 贸易联系在国家之间传递主权信用评级效应.
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