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Exorbitant privilege? : quantitative easing and the bond market subsidy of prospective fallen angels
Acharya, Viral V.; Banerjee, Ryan; Crosignani, Matteo; … - 2022
We document capital misallocation in the U.S. investment-grade (IG) corporate bond market, driven by quantitative easing (QE). Prospective fallen angels - risky firms just above the IG rating cutoff-enjoyed subsidized bond financing since 2009, especially when the scale of QE purchases peaked...
Persistent link: https://www.econbiz.de/10013161890
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Exorbitant privilege? : quantitative easing and the bond market subsidy of prospective fallen angels
Acharya, Viral V.; Banerjee, Ryan; Crosignani, Matteo; … - 2022
Persistent link: https://www.econbiz.de/10012888480
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Exorbitant privilege? : quantitative easing and the bond market subsidy of prospective fallen angels
Acharya, Viral V.; Banerjee, Ryan; Crosignani, Matteo; … - 2022
Persistent link: https://www.econbiz.de/10012817049
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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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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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A joint model of failures and credit ratings
Hirk, Rainer; Vana, Laura; Hornik, Kurt; Pichler, Stefan - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
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Dollar borrowing, firm credit risk, and FX-hedged funding opportunities
Gálvez, Julio; Gambacorta, Leonardo; Mayordomo, Sergio; … - In: The journal of corporate finance : contracting, … 68 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012585788
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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