Search Results - subject:"rating shopping"

The impact of regulatory changes on rating behaviour

Karimov, Nodirbek; Kara, Alper; Downing, Gareth; … - 2024

seems to have disappeared in the post-GFC period. Yet we see limited effectiveness on rating shopping. It follows that …

Persistent link: https://www.econbiz.de/10014543657

The impact of regulatory changes on rating behaviour

Karimov, Nodirbek; Kara, Alper; Downing, Gareth; … - 2024

seems to have disappeared in the post-GFC period. Yet we see limited effectiveness on rating shopping. It follows that …

Persistent link: https://www.econbiz.de/10014507193

Do investors value frequent issuers in securitization?

Deku, Solomon Y.; Kara, Alper; Karimov, Nodirbek - In: Review of quantitative finance and accounting 57 (2021) 4, pp. 1247-1282

Persistent link: https://www.econbiz.de/10012660684

Does the market differentiate between investor-paid and issuer-paid ratings in the pricing of asset-backed securities?

Liu, Xiaojian; Beng, Soon-chong; Feng, Xiaozhi - In: Pacific-Basin finance journal 79 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014463175

Using blockchain technology in credit rating industry to promote an innovative bond-pays model

Iyer, Krishna Vishwanath; Ravi Kumar, V. V. - In: International journal of innovation science 14 (2022) 3/4, pp. 537-555

Persistent link: https://www.econbiz.de/10013375178

Do reputable issuers provide better-quality securitizations?

Deku, Solomon Y.; Kara, Alper; Marqués Ibáñez, David - 2019

We examine the link between issuer reputation and mortgage-backed security (MBS) performance using a sample of 4,247 European MBS issued between 1999 and 2007. We measure performance with credit rating downgrades and delinquencies and track their changes over the long term. We find that,...