SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Split Ratings and the Pricing of Credit Risk
0 references·16 citing·54 second hopsampled
Split Ratings and the Pricing of Credit Risk (1997)Split Ratings and the Pricing of Credit R…Deciphering Tax Avoidance: Evidence from Credit Rating Disagreements (2016)Deciphering Tax Avoidance: Ev…The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion (2011)The Dynamic Pricing of Sovere…Split Bond Ratings and Information Opacity Premiums (2010)Split Bond Ratings and Inform…Quality Disclosure and Certification: Theory and Practice (2010)Quality Disclosure and Certif…Split sovereign ratings and rating migrations in emerging economies (2009)Split sovereign ratings and r…Split bond ratings and rating migration (2008)Split bond ratings and rating…The Use of Credit Ratings in Investment Management in the U.S. and Europe (2007)The Use of Credit Ratings in …The informational content of unsolicited ratings (2007)The informational content of …A ratings‐based approach to measuring sovereign risk (2007)A ratings‐based approach to m…Why firm access to the bond market differs over the business cycle: A theory and some evidence (2006)Why firm access to the bond m…Do Market-Based Indicators Anticipate Rating Agencies? Evidence for International Banks (2006)Do Market-Based Indicators An…The price impact of rating announcements: evidence from the credit default swap market (2004)The price impact of rating an…Credit Ratings as Coordination Mechanisms (2004)Credit Ratings as Coordinatio…Anatomy of the Eurobond Market 1980–2000 (2002)Anatomy of the Eurobond Marke…Financial rating agencies: are they credible? — Insights into the reporting incentives of rating agencies in times of enhanced systemic risk (2001)Financial rating agencies: ar…Pricing corporate debt (1998)Pricing corporate debtPricing Derivatives on Financial Securities Subject to Credit Risk (1995)A Markov Model for the Term Structure of Credit Risk Spreads (1997)Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)The Economic Function of Credit Rating Agencies - What Does the Watchlist Tell Us? (2009)The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis (2014)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)What Segments Equity Markets? (2011)Integration of European Bond Markets (2012)On Bank Credit Risk: Systemic or Bank-Specific? Evidence from the US and UK (2014)The Financial Accelerator and the Flight to Quality (1996)Econometric Analysis of Cross Section and Panel Data (2001)Characteristics and Information Value of Credit Watches (2012)Rating Agency Reputation, the Global Financial Crisis, and the Cost of Debt (2012)Does managerial ability and auditor report readability affect corporate liquidity and cost of debt? (2023)Credit Rationing in Markets with Imperfect Information (1981)Moral Hazard in Teams (1982)Financial Intermediation and Delegated Monitoring (1984)The impact of outside control in microfinance (2009)Credit Rating Agencies (2011)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Agency Costs, Net Worth, And Business Fluctuations (1988)Hedge Funds, Financial Intermediation, and Systemic Risk (2007)Hedge Funds, Financial Intermediation, and Systemic Risk (2007)Audit exemptions and compliance with tax and accounting regulations (2018)Reputation and imperfect information (1982)Stability and Perfection of Nash Equilibria (1989)Financial Markets and Financial Crises (1992)The informational content of credit rating announcements for share prices in a small market (2003)Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis (2014)Credit Risk : Pricing, Measurement, and Management (2003)Debt Intolerance (2003)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market (2014)An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela (2019)Sovereign credit risk and economic risk in Turkey: Empirical evidence from a wavelet coherence approach (2019)The Information Content of Annual Earnings Announcements (1968)Risk measurement when shares are subject to infrequent trading (1979)Measuring security price performance (1980)Information asymmetry and investor trading behavior around bond rating change announcements (2017)Event study methodology in business research: a bibliometric analysis (2020)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Theory of Economic Regulation (1971)Multitask Principal–Agent Analyses: Incentive Contracts, Asset Ownership, and Job Design (1991)Developing a Reputation for Reticence (2011)Market Structure, Reputation, and the Value of Quality Certification (2013)Evidence-Based Policymaking: Promise, Challenges and Opportunities for Accounting and Financial Markets Research (2018)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)How rating agencies achieve rating stability (2004)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Credit Rating Migration Risk and Business Cycles (2012)Structured debt ratings: Evidence on conflicts of interest (2014)The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market (2016)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 2007The Use of Credit Ratings in Investment Management in the U.S. and Europe88 cited
  • 2008Split bond ratings and rating migration79 cited
  • 2004Credit Ratings as Coordination Mechanisms78 cited
  • 2010Split Bond Ratings and Information Opacity Premiums75 cited
  • 2007The informational content of unsolicited ratings75 cited
  • 2011The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion72 cited
  • 2007A ratings‐based approach to measuring sovereign risk60 cited
  • 2001Financial rating agencies: are they credible? — Insights into the reporting incentives of rating agencies in times of enhanced systemic risk53 cited
  • 2006Why firm access to the bond market differs over the business cycle: A theory and some evidence52 cited
  • 2010Quality Disclosure and Certification: Theory and Practice41 cited
  • 2004The price impact of rating announcements: evidence from the credit default swap market41 cited
  • 2006Do Market-Based Indicators Anticipate Rating Agencies? Evidence for International Banks41 cited
  • 2016Deciphering Tax Avoidance: Evidence from Credit Rating Disagreements40 cited
  • 1998Pricing corporate debt36 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2009Split sovereign ratings and rating migrations in emerging economies34 cited
  • 2002Anatomy of the Eurobond Market 1980–200033 cited