A study of Canadian corporate obligors : credit quality evolution, return drivers, and volatility components
This thesis first examines the one-year rating migration behavior of Canadian corporate debt issuers rated by Standard and Poor's between January 1981 and December 2001. Obligors are sorted into three industry groups--financials, industrials and utilities. The studied period is divided between...
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2004
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| Online Access: | http://spectrum.library.concordia.ca/7934/1/MQ91081.pdf Martin-Glinel, Caroline <http://spectrum.library.concordia.ca/view/creators/Martin-Glinel=3ACaroline=3A=3A.html> (2004) A study of Canadian corporate obligors : credit quality evolution, return drivers, and volatility components. Masters thesis, Concordia University. |