SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Rating agencies' credit signals: An analysis of sovereign watch and outlook
16 references·5 citing·42 second hop
Rating agencies' credit signals: An analysis of sovereign watch and outlook (2011)Rating agencies' credit signals: An analy…Financial Stability Review (2011)Financial Stability ReviewThe reaction of emerging market credit default swap spreads to sovereign credit rating changes (2010)The reaction of emerging mark…Rating the raters: Are reputation concerns powerful enough to discipline rating agencies? (2009)Rating the raters: Are reputa…Sovereign credit ratings, capital flows and financial sector development in emerging markets (2007)Sovereign credit ratings, cap…Does sovereign debt ratings news spill over to international stock markets? (2007)Does sovereign debt ratings n…News spillovers in the sovereign debt market (2005)News spillovers in the sovere…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 national market impact of sovereign rating changes (2003)The national market impact of…An anatomy of rating through the cycle (2003)An anatomy of rating through …Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Ratings migration and the bus…Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? (2002)Emerging Market Instability: …Analyzing rating transitions and rating drift with continuous observations (2002)Analyzing rating transitions …Emerging Markets Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? (2001)Emerging Markets Instability:…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…On the effect of credit rating announcements on sovereign bonds: International evidence (2020)On the effect of credit ratin…Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid? (2018)Pro-cyclical effect of sovere…The Sovereign Yield Curve and Credit Ratings in GIIPS (2017)The Sovereign Yield Curve and…The Origin of Bias in Sovereign Credit Ratings: Reconciling Agency Views with Institutional Quality (2014)The Origin of Bias in Soverei…Credit Rating Agencies: The Importance of Fundamentals in the Assessment of Sovereign Ratings (2013)Credit Rating Agencies: The I…Predation, reputation, and entry deterrence (1982)Sequential Equilibria (1982)Reputation Acquisition in Debt Markets (1989)Did Subjectivity Play a Role in CDO Credit Ratings? (2011)Rating Agencies in the Face of Regulation (2011)The failure of models that predict failure: Distance, incentives, and defaults (2014)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)A Markov Model for the Term Structure of Credit Risk Spreads (1997)On cox processes and credit risky securities (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Are credit ratings procyclical? (2004)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)Valuation effects of security offerings and the issuance process (1986)Sovereign Debt: Is To Forgive To Forget? (1988)Global Capital and National Governments (2001)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)Legal Determinants of External Finance (1997)Law and Finance (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Sovereign credit ratings and financial markets linkages: Application to European data (2012)The Real Effects of Credit Ratings: The Sovereign Ceiling Channel (2016)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)How rating agencies achieve rating stability (2004)Formulation and estimation of dynamic models using panel data (1982)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)International Momentum Strategies (1998)Political Rights and the Cost of Debt (2008)Bank profitability and the business cycle (2008)Bank risk and monetary policy (2009)Global Banking Glut and Loan Risk Premium (2012)The Credit Ratings Game (2009)The Economics of Structured Finance (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)
this work references cited by second hop

References

  • 2011Financial Stability Review1,137 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
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 2009Rating the raters: Are reputation concerns powerful enough to discipline rating agencies?560 cited
  • 2002Ratings migration and the business cycle, with application to credit portfolio stress testing509 cited
  • 2002Analyzing rating transitions and rating drift with continuous observations439 cited
  • 2002Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?399 cited
  • 2005News spillovers in the sovereign debt market378 cited
  • 2003The national market impact of sovereign rating changes303 cited
  • 2010The reaction of emerging market credit default swap spreads to sovereign credit rating changes293 cited
  • 2003An anatomy of rating through the cycle227 cited
  • 2007Does sovereign debt ratings news spill over to international stock markets?224 cited

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

2007
Sovereign credit ratings, capital flows and financial sector development in emerging markets
192 cited
  • 2001Emerging Markets Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?180 cited
  • Cited by

    • 2018Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid?42 cited
    • 2014The Origin of Bias in Sovereign Credit Ratings: Reconciling Agency Views with Institutional Quality38 cited
    • 2020On the effect of credit rating announcements on sovereign bonds: International evidence37 cited
    • 2017The Sovereign Yield Curve and Credit Ratings in GIIPS31 cited
    • 2013Credit Rating Agencies: The Importance of Fundamentals in the Assessment of Sovereign Ratings28 cited