Market structure and rating strategies in credit rating markets : a dynamic model with matching of heterogeneous bond issuers and rating agencies
Year of publication: |
September 2015
|
---|---|
Authors: | Fischer, Thomas |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 58.2015, p. 39-56
|
Subject: | Rating agencies | Rating smoothing | Market structure | Kreditwürdigkeit | Credit rating | Ratingagentur | Rating agency | Marktstruktur | Theorie | Theory | Kreditrisiko | Credit risk | Anleihe | Bond |
-
Do bond issuers shop for favorable credit ratings?
Kronlund, Mathias, (2020)
-
Split ratings and debt-signaling in bond markets : a note
Ismail, Ashraf, (2015)
-
Dollar borrowing, firm credit risk, and FX-hedged funding opportunities
Gálvez, Julio, (2021)
- More ...
-
Passive investment strategies and financial bubbles
Fischer, Thomas, (2012)
-
News reaction in financial markets within a behavioral finance model with heterogeneous agents
Fischer, Thomas, (2011)
-
Prices, debt and market structure in an agent-based model of the financial market
Fischer, Thomas, (2013)
- More ...