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The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?
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The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable? (2014)The impact of credit rating announcements…Corporate governance in the 2007–2008 financial crisis: Evidence from financial institutions worldwide (2012)Corporate governance in the 2…The Determinants of Credit Default Swap Premia (2009)The Determinants of Credit De…The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis (2009)The Co‐movement of Credit Def…Credit Contagion from Counterparty Risk (2009)Credit Contagion from Counter…Accounting in and for the Subprime Crisis (2008)Accounting in and for the Sub…An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps (2006)An Empirical Analysis of the …News spillovers in the sovereign debt market (2005)News spillovers in the sovere…An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)An Empirical Analysis of the …The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The relationship between cred…Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…The Long‐Run Stock Returns Following Bond Ratings Changes (2001)The Long‐Run Stock Returns Fo…Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…Bond Rating Agencies and Stock Analysts: Who Knows What When? (1998)Bond Rating Agencies and Stoc…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…Contagion and competitive intra-industry effects of bankruptcy announcements (1992)Contagion and competitive int…The effect of bond rating changes on common stock prices (1986)The effect of bond rating cha…Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Managerial discretion and optimal financing policies (1990)Troubled debt restructurings (1990)Is the Risk of Bankruptcy a Systematic Risk? (1998)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1999)The effect of supply chain glitches on shareholder wealth (2003)Measuring security price performance (1980)Using daily stock returns (1985)Common Failings: How Corporate Defaults Are Correlated (2007)Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Finance and Economics Discussion Series (2022)Estimating betas from nonsynchronous data (1977)Anomalies in relationships between securities' yields and yield-surrogates (1978)Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements (1984)The Economics of Structured Finance (2009)How did increased competition affect credit ratings? (2011)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The corporate governance lessons from the financial crisis (2009)Risk management, corporate governance, and bank performance in the financial crisis (2011)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Constraints on short-selling and asset price adjustment to private information (1987)A framework for assessing the systemic risk of major financial institutions (2009)The Impact of Climate Change on the Cost of Bank Loans (2020)The Pricing of Options and Corporate Liabilities (1973)The Determinants of Credit Spread Changes (2001)Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (2009)Bank Capital: Lessons from the Financial Crisis (2010)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Equity Volatility and Corporate Bond Yields (2003)Corporate Yield Spreads and Bond Liquidity (2007)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modeling Term Structures of Defaultable Bonds (1999)Insider trading in credit derivatives☆ (2007)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)The Credit Ratings Game (2009)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)Corporate bond liquidity before and after the onset of the subprime crisis (2011)
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References

  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 2012Corporate governance in the 2007–2008 financial crisis: Evidence from financial institutions worldwide1,203 cited
  • 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
  • 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,008 cited
  • 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
  • 1992Contagion and competitive intra-industry effects of bankruptcy announcements920 cited
  • 1986The effect of bond rating changes on common stock prices734 cited
  • 2009The Determinants of Credit Default Swap Premia663 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 2006An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps629 cited
  • 2001The Long‐Run Stock Returns Following Bond Ratings Changes607 cited
  • 2009The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis526 cited
  • 2009Credit Contagion from Counterparty Risk448 cited
  • 2008Accounting in and for the Subprime Crisis401 cited

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  • 2005News spillovers in the sovereign debt market378 cited
  • 1998Bond Rating Agencies and Stock Analysts: Who Knows What When?344 cited
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