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The Economic Function of Credit Rating Agencies - What Does the Watchlist Tell Us?
16 references·4 citing·45 second hop
The Economic Function of Credit Rating Agencies - What Does the Watchlist Tell Us? (2009)The Economic Function of Credit Rating Ag…Marking‐to‐Market: Panacea or Pandora's Box? (2008)Marking‐to‐Market: Panacea or…Credit Ratings as Coordination Mechanisms (2005)Credit Ratings as Coordinatio…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…Informational effects of regulation FD: evidence from rating agencies (2004)Informational effects of regu…How rating agencies achieve rating stability (2004)How rating agencies achieve r…Are credit ratings procyclical? (2004)Are credit ratings procyclica…The duration of bank relationships (2001)The duration of bank relation…New Evidence and Perspectives on Mergers (2001)New Evidence and Perspectives…Stability of rating transitions (2000)Stability of rating transitio…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Finishing High School and Starting College: Do Catholic Schools Make a Difference? (1995)Finishing High School and Sta…Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders? (1993)Is a Bond Rating Downgrade Ba…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…The effect of bond rating changes on common stock prices (1986)The effect of bond rating cha…Econometric duration analysis (1984)Econometric duration analysisPro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid? (2018)Pro-cyclical effect of sovere…Are credit rating agencies still relevant? Evidence on certification from Moody's credit watches (2016)Are credit rating agencies st…Rating agencies' credit signals: An analysis of sovereign watch and outlook (2011)Rating agencies' credit signa…A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings (2011)A note comparing support vect…Conditional logit analysis of qualitative choice behavior (1972)Job Matching and the Theory of Turnover (1979)A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data (1984)Limited Dependent Variable Models Using Panel Data (1987)Do innovations diffuse faster within geographical clusters? 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CEO overconfidence and the market's reaction☆ (2008)The Credit Ratings Game (2009)Analyzing rating transitions and rating drift with continuous observations (2002)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)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)
this work references cited by second hop

References

  • 1997Event Studies in Economics and Finance4,623 cited
  • 2001New Evidence and Perspectives on Mergers2,803 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
  • 1986The effect of bond rating changes on common stock prices734 cited
  • 1995Finishing High School and Starting College: Do Catholic Schools Make a Difference?683 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 1984Econometric duration analysis618 cited
  • 2008Marking‐to‐Market: Panacea or Pandora's Box?604 cited
  • 2000Stability of rating transitions562 cited
  • 1993Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?512 cited
  • 2004Informational effects of regulation FD: evidence from rating agencies505 cited
  • 2001The duration of bank relationships494 cited
  • 2005Credit Ratings as Coordination Mechanisms483 cited
  • 2004How rating agencies achieve rating stability467 cited

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2004
Are credit ratings procyclical?
402 cited

Cited by

  • 2011A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings58 cited
  • 2016Are credit rating agencies still relevant? Evidence on certification from Moody's credit watches47 cited
  • 2011Rating agencies' credit signals: An analysis of sovereign watch and outlook43 cited
  • 2018Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid?42 cited