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Sovereign risk assessment and agency credit ratings
5 references·9 citing·50 second hop
Sovereign risk assessment and agency credit ratings (1996)Sovereign risk assessment and agency cred…The Credit Rating Industry (1995)The Credit Rating IndustryA Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …Sovereign Debt: Is To Forgive To Forget? (1988)Sovereign Debt: Is To Forgive…The Pure Theory of Country Risk (1986)The Pure Theory of Country Ri…Corporate Bond Quality and Investor Experience. (1959)Corporate Bond Quality and In…Corporate governance and firm performance: does sovereign rating matter? (2021)Corporate governance and firm…A new country risk index for emerging markets: A stochastic dominance approach (2012)A new country risk index for …Understanding credit ratings quality: Evidence from UK debt market participants (2009)Understanding credit ratings …Tranching and Rating (2009)Tranching and RatingTimeliness of Spread Implied Ratings (2007)Timeliness of Spread Implied …Sovereign Bond Ratings and Neoliberalism in Latin America (2007)Sovereign Bond Ratings and Ne…Financial and political risks in US direct foreign investment (2005)Financial and political risks…The National Market Impact of Sovereign Rating Changes (2002)The National Market Impact of…Sovereign Credit Ratings Before and After Financial Crises (2002)Sovereign Credit Ratings Befo…A Constant Recontracting Model of Sovereign Debt (1986)Debt-Constrained Asset Markets (1993)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)Productivity Losses from Financial Frictions: Can Self-Financing Undo Capital Misallocation? (2014)Using daily stock returns (1985)Event-study methodology under conditions of event-induced variance (1991)The World Price of Covariance Risk (1991)Good News Is No News? The Impact of Credit Rating Changes on the Pricing of Asset-Backed Securities (2004)The Effect of Sovereign Credit Rating Changes on Emerging Stock Markets (2005)Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid? (2018)How Taxing is Corruption on International Investors? (1997)Value at Risk (2001)Corruption and Foreign Direct Investment (2002)GLOBAL AND DIPLOMATIC POLITICAL RISKS AND FOREIGN DIRECT INVESTMENT (2009)The Impact of Political Risk on Foreign Direct Investment (2013)FDI entry strategies and the impacts of economic freedom distance: Evidence from Nordic FDIs in transitional periphery of CIS and SEE (2015)Auditor size and audit quality (1981)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Persuasion With Case Studies (2007)Insurance and the Credit Crisis: Impact and Ten Consequences for Risk Management and Supervision (2010)Addressing the EU Sovereign Ratings Using an Ordinal Regression Approach (2013)From gatekeepers to gateway constructors: Credit rating agencies and the financialisation of housing associations (2019)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Reputation and imperfect information (1982)Bank Runs, Deposit Insurance, and Liquidity (1983)Government, Financial Markets, and Economic Development (1991)One Reason Countries Pay their Debts: Renegotiation and International Trade (2002)Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets (2008)Currency crashes in emerging markets: An empirical treatment (1996)Leading Indicators of Currency Crises (1998)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Market Impact of Relative Agency Activity in the Sovereign Ratings Market (2010)Triumph of the City: How Our Greatest Invention Makes Us Richer, Smarter, Greener, Healthier, and Happier (an excerpt)(translated by Innа Kushnareva) (2013)What's Observed in a Rating? Rankings as Orientation in the Face of Uncertainty (2019)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)An equilibrium characterization of the term structure (1977)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Role of the Securitization Process in the Expansion of Subprime Credit (2009)Did Subjectivity Play a Role in CDO Credit Ratings? (2012)Structured debt ratings: Evidence on conflicts of interest (2014)Determinants and Impact of Sovereign Credit Ratings (1996)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)The Credit Crisis as a Problem in the Sociology of Knowledge (2011)The Default Premium and Corporate Bond Experience (1987)The Dependence of Recovery Rates and Defaults (2011)The Real Consequences of Market Segmentation (2011)
this work references cited by second hop

References

  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 1988Sovereign Debt: Is To Forgive To Forget?1,030 cited
  • 1995The Credit Rating Industry455 cited
  • 1959Corporate Bond Quality and Investor Experience.142 cited
  • 1986The Pure Theory of Country Risk105 cited

Cited by

  • 2005Financial and political risks in US direct foreign investment96 cited
  • 2009Tranching and Rating87 cited
  • 2002Sovereign Credit Ratings Before and After Financial Crises79 cited
  • 2002The National Market Impact of Sovereign Rating Changes51 cited
  • 2009Understanding credit ratings quality: Evidence from UK debt market participants48 cited
  • 2007Sovereign Bond Ratings and Neoliberalism in Latin America48 cited
  • 2012A new country risk index for emerging markets: A stochastic dominance approach41 cited
  • 2021Corporate governance and firm performance: does sovereign rating matter?28 cited
  • 2007Timeliness of Spread Implied Ratings28 cited

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