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Notes on Variable to Predict #11

Closed ijyliu closed 6 months ago

ijyliu commented 6 months ago

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

ijyliu commented 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

ijyliu commented 6 months ago

focusing on S&P ratings

going to work more on timing in another issue #21