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Factors that Affect Credit Rating: An Application of Ordered Probit Models
16 references·4 citing·52 second hop
Factors that Affect Credit Rating: An Application of Ordered Probit Models (2013)Factors that Affect Credit Rating: An App…The effects of corporate governance on firms’ credit ratings (2006)The effects of corporate gove…Are credit ratings procyclical? (2004)Are credit ratings procyclica…Effect of Corporate Governance on Bond Ratings and Yields: The Role of Institutional Investors and Outside Directors* (2003)Effect of Corporate Governanc…Making wald tests work for cointegrated VAR systems (1996)Making wald tests work for co…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…PREDICTING INDUSTRIAL BOND RATINGS WITH A PROBIT MODEL AND FUNDS FLOW COMPONENTS (1988)PREDICTING INDUSTRIAL BOND RA…CLASSIFICATION MODELS AND BOND RATINGS (1985)CLASSIFICATION MODELS AND BON…The Information Content of Municipal Bond Rating Changes: A Note (1983)The Information Content of Mu…Statistical Models of Bond Ratings: A Methodological Inquiry (1979)Statistical Models of Bond Ra…THE ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES (1978)THE ADJUSTMENT OF STOCK PRICE…The Differential Effects of Bond Rating Changes Among Industrial and Public Utility Bonds by Maturity (1976)The Differential Effects of B…BOND RATING METHODS: COMPARISON AND VALIDATION (1975)BOND RATING METHODS: COMPARIS…THE PRICE ADJUSTMENT PROCESS OF BONDS TO RATING RECLASSIFICATIONS: A TEST OF BOND MARKET EFFICIENCY (1974)THE PRICE ADJUSTMENT PROCESS …A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS (1973)A MULTIVARIATE ANALYSIS OF IN…What's in a Bond Rating (1969)What's in a Bond RatingCorporate Bond Quality and Investor Experience. 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Evidence from rating-based contracts (2014)Financial Ratios As Predictors of Failure (1966)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)Linear models in decision making. (1974)Determinants and Impact of Sovereign Credit Ratings (1996)The Long‐Run Stock Returns Following Bond Ratings Changes (2001)Does Corporate Social Responsibility (CSR) Improve Credit Ratings? Evidence from Geographic Identification (2013)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Applied factor analysis (1970)An Empirical Analysis of Useful Financial Ratios (1981)The Analysis and Use of Financial Ratios: A Review Article (1987)Handbook of social psychology (2004)Policy Uncertainty and Corporate Credit Spreads (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Differential properties in the ratings of certified versus non-certified bond-rating agencies (2006)The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements (2012)Have Rating Agencies Become More Conservative? Implications for Capital Structure and Debt Pricing (2014)Inference in Linear Time Series Models with some Unit Roots (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Statistical inference in vector autoregressions with possibly integrated processes (1995)Testing for short- and long-run causality: A frequency-domain approach (2005)Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application (2006)Survey of the international evidence on the causal relationship between energy consumption and growth (2010)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)A Survey of Corporate Governance (1997)Corporate Governance, Accounting Outcomes, and Organizational Performance (2007)Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research (2010)The role of information and financial reporting in corporate governance and debt contracting (2010)Risk measurement when shares are subject to infrequent trading (1979)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Towards a Macroprudential Framework for Financial Supervision and Regulation? (2003)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)An Overview of Macroprudential Policy Tools (2015)Separation of Ownership and Control (1983)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Corporate Social Responsibility as a Conflict Between Shareholders (2010)The impact of corporate social responsibility on the cost of bank loans (2010)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The Credit Ratings Game (2009)The Economics of Structured Finance (2009)
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References

  • 2006The effects of corporate governance on firms’ credit ratings1,320 cited
  • 2003Effect of Corporate Governance on Bond Ratings and Yields: The Role of Institutional Investors and Outside Directors*1,193 cited
  • 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
  • 1996Making wald tests work for cointegrated VAR systems900 cited
  • 1979Statistical Models of Bond Ratings: A Methodological Inquiry651 cited
  • 1973A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS413 cited
  • 2004Are credit ratings procyclical?402 cited
  • 1978THE ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES304 cited
  • 1969What's in a Bond Rating218 cited
  • 1985CLASSIFICATION MODELS AND BOND RATINGS193 cited
  • 1974THE PRICE ADJUSTMENT PROCESS OF BONDS TO RATING RECLASSIFICATIONS: A TEST OF BOND MARKET EFFICIENCY180 cited
  • 1976The Differential Effects of Bond Rating Changes Among Industrial and Public Utility Bonds by Maturity153 cited
  • 1959Corporate Bond Quality and Investor Experience.142 cited
  • 1983The Information Content of Municipal Bond Rating Changes: A Note114 cited
  • 1988PREDICTING INDUSTRIAL BOND RATINGS WITH A PROBIT MODEL AND FUNDS FLOW COMPONENTS

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63 cited
  • 1975BOND RATING METHODS: COMPARISON AND VALIDATION59 cited
  • Cited by

    • 2017Effects of Medical Insurance on the Health Status and Life Satisfaction of the Elderly.24 cited
    • 2016Credit Risk modeling for Companies Default Prediction using Neural Networks17 cited
    • 2023Financial Sustainability in Agri-Food Companies: The Case of Members of the PDO Parma Ham Consortium16 cited
    • 2019A Novel Credit Evaluation Model Based on the Maximum Discrimination of Evaluation Results15 cited