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~person:"Alexandre, Hervé"
~person:"Boumparis, Periklis"
~person:"Drago, Danilo"
~person:"Everling, Oliver"
~person:"Fabozzi, Frank J."
~person:"Koziol, Christian"
~person:"Stokes, Jeffrey R."
~subject:"EU-Staaten"
~subject:"Estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Kreditrating"
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EU-Staaten
Estimation
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34
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Alexandre, Hervé
Boumparis, Periklis
Drago, Danilo
Everling, Oliver
Fabozzi, Frank J.
Koziol, Christian
Stokes, Jeffrey R.
Alsakka, Rasha
4
Ap Gwilym, Owain
4
Löffler, Gunter
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Robles-Fernández, M. Dolores
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Nguyen Thanh Liem
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Tran Hung Son
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2
Byoun, Soku
2
D'Amico, Guglielmo
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Frühwirth, Manfred
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Hadji Misheva, Branka
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ECONIS (ZBW)
14
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1
A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
Stokes, Jeffrey R.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 855-878
Persistent link: https://www.econbiz.de/10014342115
Saved in:
2
The impact of sovereign rating changes on European syndicated loan spreads : the role of the rating-based regulation
Drago, Danilo
;
Gallo, Raffaele
- In:
Journal of international money and finance
73
(
2017
),
pp. 213-231
Persistent link: https://www.econbiz.de/10011787715
Saved in:
3
Economic policy uncertainty and sovereign credit rating decisions : panel quantile evidence for the Eurozone
Boumparis, Periklis
;
Milas, Costas
;
Panagiōtidēs, …
- In:
Journal of international money and finance
79
(
2017
),
pp. 39-71
Persistent link: https://www.econbiz.de/10011788350
Saved in:
4
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
5
The impact of sovereign rating changes on the activity of European banks
Drago, Danilo
;
Gallo, Raffaele
- In:
Journal of banking & finance
85
(
2017
),
pp. 99-112
Persistent link: https://www.econbiz.de/10011816852
Saved in:
6
Crise de la dette souveraine dans l'Union européenne : transparence des banques et spreads de CDS
Alexandre, Hervé
;
Guillemin, François
; …
- In:
Revue économique : revue bimestrielle
67
(
2016
)
5
,
pp. 1007-1035
Persistent link: https://www.econbiz.de/10011552773
Saved in:
7
The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market
Drago, Danilo
;
Gallo, Raffaele
- In:
Journal of international money and finance
67
(
2016
),
pp. 264-286
Persistent link: https://www.econbiz.de/10011711628
Saved in:
8
Has the crisis affected the behavior of the rating agencies? : panel evidence from the Eurozone
Boumparis, Periklis
;
Milas, Costas
;
Panagiōtidēs, …
- In:
Economics letters
136
(
2015
),
pp. 118-124
Persistent link: https://www.econbiz.de/10011435974
Saved in:
9
Looking beyond credit ratings : factors investors consider in pricing European asset-backed securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
European financial management : the journal of the …
18
(
2012
)
4
,
pp. 515-542
Persistent link: https://www.econbiz.de/10009665585
Saved in:
10
Credit risk rating migration and unobserved borrower heterogeneity
Stokes, Jeffrey R.
;
Dressler, Jonathan B.
; …
- In:
Agricultural finance review
68
(
2008
)
2
,
pp. 237-253
Persistent link: https://www.econbiz.de/10003797266
Saved in:
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