Closed ijyliu closed 6 months ago
next rating or end of data column. gte join. check dups. next rating next rating date. next call date and rating on next call date. fixed quarters (1/1/2010, 4/1/2010, etc.) and most recent rating and call. ask libor about credit rating reaction time
focusing on S&P ratings
going to work more on timing in another issue #21
Once we have ratings for each earning call decide on what to predict - one overall rating for each earnings call date, or ratings for some large agency with a lot of coverage