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Variations in sovereign credit quality assessments across rating agencies

Hill, Paula; Brooks, Robert; Faff, Robert W. - In: Journal of banking & finance 34 (2010) 6, pp. 1327-1343

Persistent link: https://www.econbiz.de/10003978391

The market impact of relative agency activity in the sovereign ratings market

Hill, Paula; Faff, Robert W. - In: Journal of business finance & accounting : JBFA 37 (2010) 9/10, pp. 1309-1347

Persistent link: https://www.econbiz.de/10008809457

Are watch procedures a critical informational event in the credit ratings process? : an empirical investigation

Chan, Howard Wei-hong; Faff, Robert W.; Hill, Paula; … - In: The journal of financial research 34 (2011) 4, pp. 617-640

Persistent link: https://www.econbiz.de/10009408833

The impact of diverse measures of default risk on UK stock returns

Chen, Jie; Hill, Paula - In: Journal of banking & finance 37 (2013) 12, pp. 5118-5131

Persistent link: https://www.econbiz.de/10010342767

New evidence on sovereign to corporate credit rating spill-overs

Hill, Paula; Bissoondoyal-Bheenick, Emawtee; Faff, Robert W. - In: International review of financial analysis 55 (2018), pp. 209-225

Persistent link: https://www.econbiz.de/10012006192

The impact of diverse measures of default risk on UK stock returns

Chen, Jie; Hill, Paula - In: Journal of Banking & Finance 37 (2013) 12, pp. 5118-5131

A number of recent papers examine the relationship between default risk and equity returns, and the results are mixed. These studies employ different measures of default risk and we find that correlations between eight diverse measures of default risk tend to be less than 50%. Nonetheless, we...

Persistent link: https://www.econbiz.de/10011065698