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Credit ratings and credit risk : is one measure enough?
Hilscher, Jens; Wilson, Mungo - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3414-3437
Persistent link: https://www.econbiz.de/10011760509
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Development of a shadow rating model
Estran, Rémy; Fabritus, Victor-Manuel de; Souchaud, Antoine - In: Finance : revue de l'Association Française de Finance 44 (2023) 2, pp. 112-148
Persistent link: https://www.econbiz.de/10014253460
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Estimation of misreporting probability in corporate credit rating : a nonparametric approach
Lu, Ruichang; Luo, Yao; Xiao, Ruli - In: International studies of economics 18 (2023) 3, pp. 260-276
There has been heated debate regarding credit-rating agencies' (CRAs') reporting accuracy of corporate credit ratings, which is essential for investors because they rely on those crediting ratings to make investment decisions. We estimate the reporting accuracy using the data on corporate...
Persistent link: https://www.econbiz.de/10014465651
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Statistical modeling for credit ratings
Vana, Laura - 2018
Persistent link: https://www.econbiz.de/10011982707
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The influence of firm efficiency on agency credit ratings
Mali, Dafydd; Lim, Hyoungjoo - In: The journal of credit risk : published quarterly by … 15 (2019) 1, pp. 67-102
Persistent link: https://www.econbiz.de/10012100571
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Location of banks and their credit ratings
Loon, Eric van; Haan, Jakob de - In: Journal of risk finance : the convergence of financial … 16 (2015) 3, pp. 220-232
Persistent link: https://www.econbiz.de/10011418156
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Information reliability and welfare : a theory of coarse credit ratings
Goel, Anand M.; Thakor, Anjan V. - In: Journal of financial economics 115 (2015) 3, pp. 541-557
Persistent link: https://www.econbiz.de/10011347351
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Split ratings and debt-signaling in bond markets : a note
Ismail, Ashraf; Oh, Seunghack; Arsyad, Nuruzzaman - In: Review of financial economics : RFE 24 (2015), pp. 36-41
Persistent link: https://www.econbiz.de/10011317830
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Market structure and rating strategies in credit rating markets : a dynamic model with matching of heterogeneous bond issuers and rating agencies
Fischer, Thomas - In: Journal of banking & finance 58 (2015), pp. 39-56
Persistent link: https://www.econbiz.de/10011543883