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Determinants and Impact of Sovereign Credit Ratings

Cantor, Richard; Packer, Frank - Federal Reserve Bank <New York, NY>; London School of … - 1996

[...]To explore these questions, we present the firstsystematic analysis of the determinants and impact of thesovereign credit ratings assigned by the two leading U.S.agencies, Moody’s Investors Service and Standard andPoor’s.1 Such an analysis has only recently become possibleas a result of...

Persistent link: https://www.econbiz.de/10005870337

Analyzing the tradeoff between ratings accurcy and stability

Cantor, Richard; Mann, Christopher - In: The journal of fixed income 16 (2007) 4, pp. 60-68

Persistent link: https://www.econbiz.de/10003457025

The relationship between issuance spreads and credit performance of structured finance securities

Hu, Jian; Cantor, Richard - In: The journal of fixed income 16 (2006) 1, pp. 5-20

Persistent link: https://www.econbiz.de/10003376578

The use of credit ratings in investment management in the U. S. and Europe

Cantor, Richard; Ap Gwilym, Owain; Thomas, Stephen - In: The journal of fixed income 17 (2007) 2, pp. 13-26

Persistent link: https://www.econbiz.de/10003628169

Default correlation among non-financial corporate affiliates

Emery, Kenneth Manvel; Cantor, Richard - In: The journal of fixed income 15 (2005) 2, pp. 87-96

Persistent link: https://www.econbiz.de/10003229863

Determinants of recovery rates on defaulted bonds and loans for North American corporate issuers : 1983 - 2003

Varma, Praveen; Cantor, Richard - In: The journal of fixed income 14 (2005) 4, pp. 29-44

Persistent link: https://www.econbiz.de/10002836116

Special issue on Recent research on credit ratings

Cantor, Richard (contributor) - 2004

Persistent link: https://www.econbiz.de/10002361831

Rating transition and default rates conditioned on outlooks

Hamilton, David T.; Cantor, Richard - In: The journal of fixed income 14 (2004) 2, pp. 54-70

Persistent link: https://www.econbiz.de/10002421466

Relative default rates on corporate loans and bonds

Emery, Kenneth Manvel; Cantor, Richard - In: Journal of banking & finance 29 (2005) 6, pp. 1575-1584

Persistent link: https://www.econbiz.de/10002718200

Discretion in response to split ratings : the case of the NAIC

Cantor, Richard - In: Journal of insurance regulation 15 (1996) 2, pp. 234-255

Persistent link: https://www.econbiz.de/10001211804