Determinants of commercial mortgage-backed securities credit ratings: Australian evidence
Using artificial neural networks (ANN) and ordinal regression (OR) as alternative methods to predict Commercial Mortgage-backed Securities (CMBS) credit ratings, we examine the role that various financial and industry-based variables have on CMBS credit ratings issued by Standard and Poor’s from 199...
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| Format: | Journal Article |
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Vilnius Jediminas Technical University, Lithuanian Academy of Sciences and Napier University
2008
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| Online Access: | http://hdl.handle.net/20.500.11937/48145 |