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Norden, Lars - In: Journal of banking & finance 75 (2017), pp. 118-135

Persistent link: https://www.econbiz.de/10011742156

Examining what best explains corporate credit risk : accounting-based versus market-based models

Trujillo-Ponce, Antonio; Samaniego-Medina, Reyes; … - In: Journal of business economics and management 15 (2014) 2, pp. 253-276

Persistent link: https://www.econbiz.de/10010375868

The effects of sovereign rating drifts on financial return distributions : evidence from the European Union

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20

Persistent link: https://www.econbiz.de/10010520405

Rating sovereign debt in a monetary union : original sin by transnational governance

Marten Körner, Finn; Trautwein, Hans-Michael - In: Journal of risk finance : the convergence of financial … 16 (2015) 3, pp. 253-283

Persistent link: https://www.econbiz.de/10011418177

The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis

Alsakka, Rasha; Ap Gwilym, Owain; Tuyet Nhung Vu - In: Journal of international money and finance 49 (2014), pp. 235-257

Persistent link: https://www.econbiz.de/10010465018

Credit rating agency announcements and the eurozone sovereign debt crisis

Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2013

This paper studies the impact of credit rating agency (CRA) announcements on the value of the Euro and the yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011-2012. The employed GARCH models show that CRA downgrade...

Persistent link: https://www.econbiz.de/10010206145

The case for a European rating agency : evidence from the Eurozone sovereign debt crisis

Altdörfer, Marc; De las Salas Vega, Carlos Andres; … - In: Journal of international financial markets, … 58 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012127817

European versus Anglo-Saxon credit view : evidence from the eurozone sovereign debt crisis

Altdörfer, Marc; De las Salas Vega, Carlos Andres; … - 2016

We analyse whether different levels of country ties to Europe among the rating agencies Moody’s, S&P, and Fitch affect …. We find that Fitch, the rating agency among the "Big Three" with significantly stronger ties to Europe compared to its …

Persistent link: https://www.econbiz.de/10011570580

Credit rating agency downgrades and the Eurozone sovereign debt crises

Baum, Christopher F.; Schäfer, Dorothea; Stephan, Andreas - In: Journal of financial stability 24 (2016), pp. 117-131

Persistent link: https://www.econbiz.de/10011704126

The regulation of credit rating agencies : a realistic view

Moosa, Imad A. - In: Journal of banking regulation 18 (2017) 2, pp. 180-200

Persistent link: https://www.econbiz.de/10012010230