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~person:"Alexandre, Hervé"
~person:"Boumparis, Periklis"
~person:"Everling, Oliver"
~person:"Robles-Fernández, M. Dolores"
~person:"Rösch, Daniel"
~person:"Stokes, Jeffrey R."
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Euro area"
~type_genre:"Article in journal"
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Search: subject_exact:"Kreditrating"
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37
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Alexandre, Hervé
Boumparis, Periklis
Everling, Oliver
Robles-Fernández, M. Dolores
Rösch, Daniel
Stokes, Jeffrey R.
Alsakka, Rasha
4
Ap Gwilym, Owain
4
Löffler, Gunter
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Abad, Pilar
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Nguyen Thanh Liem
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Tran Hung Son
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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
Stress testing programs and credit risk opacity of banks : USA vs Europe
Abad, Pilar
;
Robles-Fernández, M. Dolores
;
Alonso …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490164
Saved in:
3
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
4
Intra-industry transfer effects of credit risk news : rated versus unrated rivals
Abad, Pilar
;
Ferreras, R.
;
Robles-Fernández, M. Dolores
- In:
The British accounting review : the journal of the …
52
(
2020
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012175290
Saved in:
5
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:
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
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:
8
Credit rating agencies and idiosyncratic risk : is there a linkage? ; evidence from the Spanish Market
Abad, Pilar
;
Robles-Fernández, M. Dolores
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 152-171
Persistent link: https://www.econbiz.de/10010532737
Saved in:
9
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:
10
Bond rating changes and stock returns : evidence from the Spanish stock market
Abad-Romero, Pilar
;
Robles-Fernández, M. Dolores
- In:
Spanish economic review : SER
9
(
2007
)
2
,
pp. 79-103
Persistent link: https://www.econbiz.de/10003469580
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