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Credit risk signals in CDS market vs agency ratings

Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; Layish, … - In: Journal of risk finance : the convergence of financial … 17 (2016) 2, pp. 194-217

Persistent link: https://www.econbiz.de/10011628302

Sovereign credit ratings and CDS spreads in emerging Europe

Dopierała, Łukasz; Ilczuk, Daria; Wojciechowski, Liwiusz - In: Equilibrium : quarterly journal of economics and … 15 (2020) 3, pp. 419-438

Persistent link: https://www.econbiz.de/10012286453

CDOs and the financial crisis : credit ratings and fair premia

Wojtowicz, Marcin - In: Journal of banking & finance 39 (2014), pp. 1-13

Persistent link: https://www.econbiz.de/10010340776

Measuring the effect of watch-preceded and direct rating changes : a note on credit markets

Kiesel, Florian; Kolaric, Sascha - In: Review of quantitative finance and accounting 50 (2018) 2, pp. 653-672

Persistent link: https://www.econbiz.de/10011979224

Do credit rating agencies provide valuable information in market evaluation of sovereign default risk?

Binici, Mahir; Hutchison, Michael M. - In: Journal of international money and finance 85 (2018), pp. 58-75

Persistent link: https://www.econbiz.de/10012000388

Market discipline through credit ratings and too-big-to-fail in banking?

Kolaric, Sascha; Kiesel, Florian; Ongena, Steven - 2017

Do credit ratings help enforce market discipline on banks? Analyzing a uniquely comprehensive dataset consisting of 1,081 rating change announcements for 154 international financial institutions between January 2004 and December 2015, we find that rating downgrades for internal reasons, such as...

Persistent link: https://www.econbiz.de/10011627047