Geoffrey Sim

Credit Suisse

Banker

Investment Banking

One Raffles Link, #03-01

Singapore, 039393

Singapore

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Scholarly Papers (1)

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Dissecting the Information Value of Sovereign Credit Rating Reports

Number of pages: 52 Posted: 18 Nov 2014 Last Revised: 05 Apr 2019
National University of Singapore, National University of Singapore, Credit Suisse and Department of Finance, National University of Singapore
Downloads 200 (153,110)
Citation 1

Abstract:

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Eurozone Sovereign Debt Crisis, Linguistic Tone, Naïve Bayesian Algorithm, Sovereign Credit Default Swaps, Sovereign Credit Rating Reports