Similar Search Results

Ratingagenturen zwischen Krise und Regulierung

Hiß, Stefanie; Nagel, Sebastian - 2019 - 2., aktualisierte Auflage

Persistent link: https://www.econbiz.de/10011987340

Security design and credit rating risk in the CLO market

Vink, Dennis; Nawas, Mike; Breemen, Vivian van - 2019

Persistent link: https://www.econbiz.de/10012030025

On a new corporate bond pricing model with potential credit rating change and stochastic interest rate

Yin, Hong-Ming; Liang, Jin; Wu, Yuan - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-12

In this paper, we consider a new corporate bond-pricing model with credit-rating migration risks and a stochastic interest rate. In the new model, the criterion for rating change is based on a predetermined ratio of the corporation’s total asset and debt. Moreover, the rating changes are...

Persistent link: https://www.econbiz.de/10011960410

The effect of reputation shocks to rating agencies on corporate disclosures

Sethuraman, Mani - In: The accounting review : a publication of the American … 94 (2019) 1, pp. 299-326

Persistent link: https://www.econbiz.de/10012015073

Opportunistic behaviors of credit rating agencies and bond issuers

Park, Gitae; Lee, Ho Young - In: Pacific-Basin finance journal 47 (2018), pp. 39-59

Persistent link: https://www.econbiz.de/10012028006

Do rating agencies confirm or surprise the market?

Lazareva, Evelina - In: Atlantic economic journal : AEJ 44 (2016) 1, pp. 133-134

Persistent link: https://www.econbiz.de/10011472805

Who should pay for credit ratings and how?

Kashyap, Anil K.; Kovrijnykh, Natalia - In: The review of financial studies 29 (2016) 2, pp. 420-456

Persistent link: https://www.econbiz.de/10011447630

The joint dynamics of sovereign ratings and government bond yields

Shagi, Makram el-; Schweinitz, Gregor von - In: Journal of banking & finance 97 (2018), pp. 198-218

Persistent link: https://www.econbiz.de/10011967350

Does rating shopping distort observed bond ratings?

Kronlund, Mathias - 2011

Persistent link: https://www.econbiz.de/10011949727

Addendum to Rubtsov and Petrov (2016) : “A point-in-time–through-the-cycle approach to rating assignment and probability of default calibration”

Pyttlik, Torsten; Rubtsov, Mark; Petrov, Alexander - In: The journal of risk model validation 11 (2017) 1, pp. 95-97

Persistent link: https://www.econbiz.de/10011671771