An anatomy of rating through the cycle
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Citations
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Cited by:
- Cesaroni, Tatiana, 2015.
"Procyclicality of credit rating systems: How to manage it,"
Journal of Economics and Business, Elsevier, vol. 82(C), pages 62-83.
- Tatiana Cesaroni, 2015. "Procyclicality of credit rating systems: how to manage it," Mo.Fi.R. Working Papers 109, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Tatiana Cesaroni, 2015. "Procyclicality of credit rating systems: how to manage it," Temi di discussione (Economic working papers) 1034, Bank of Italy, Economic Research and International Relations Area.
- Cheng, Mei & Neamtiu, Monica, 2009. "An empirical analysis of changes in credit rating properties: Timeliness, accuracy and volatility," Journal of Accounting and Economics, Elsevier, vol. 47(1-2), pages 108-130, March.
- Michael Bleaney & Paul Mizen & Veronica Veleanu, 2012. "Bond Spreads as Predictors of Economic Activity in Eight European Economies," Discussion Papers 12/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Lawrence J. White, 2013.
"Credit Rating Agencies: An Overview,"
Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 93-122, November.
- Lawrence J. White, 2013. "Credit Rating Agencies: An Overview," Working Papers 13-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Tima T. Moldogaziev & Tatyana Guzman, 2015. "Economic Crises, Economic Structure, and State Credit Quality Through-the-Cycle," Public Budgeting & Finance, Wiley Blackwell, vol. 35(4), pages 42-67, December.
- Nickell, Pamela & Perraudin, William & Varotto, Simone, 2007. "Ratings-based credit risk modelling: An empirical analysis," International Review of Financial Analysis, Elsevier, vol. 16(5), pages 434-451.
- Feng, D. & Gourieroux, C. & Jasiak, J., 2008.
"The ordered qualitative model for credit rating transitions,"
Journal of Empirical Finance, Elsevier, vol. 15(1), pages 111-130, January.
- Joan Jasiak & D. Feng & C. Gourieroux, 2006. "The Ordered Qualitative Model For Credit Rating Transitions," Working Papers 2006_2, York University, Department of Economics.
- Linda Allen & Anthony Saunders, 2004. "Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature," Journal of Financial Services Research, Springer;Western Finance Association, vol. 26(2), pages 161-191, October.
- Gordy, Michael B. & Marrone, James, 2012.
"Granularity adjustment for mark-to-market credit risk models,"
Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1896-1910.
- Michael B. Gordy & James Marrone, 2010. "Granularity adjustment for mark-to-market credit risk models," Finance and Economics Discussion Series 2010-37, Board of Governors of the Federal Reserve System (U.S.).
- Karminsky, A. & Dyachkova, N., 2020. "Empirical study of the relationship between credit cycles and changes in credit ratings," Journal of the New Economic Association, New Economic Association, vol. 48(4), pages 138-160.
- Lawrence J. White, 2010. "Markets: The Credit Rating Agencies," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 211-226, Spring.
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