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In search of timely credit risk indicators : a view of the current crisis from a market-implied ratings perspective

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Listed:
  • Stijn Ferrari

    (National Bank of Belgium)

  • Patrick Van Roy

    (National Bank of Belgium)

  • Cristina Vespro

    (National Bank of Belgium)

Abstract

No abstract is available for this item.

Suggested Citation

  • Stijn Ferrari & Patrick Van Roy & Cristina Vespro, 2010. "In search of timely credit risk indicators : a view of the current crisis from a market-implied ratings perspective," Financial Stability Review, National Bank of Belgium, vol. 8(1), pages 161-175, June.
    • Handle: RePEc:nbb:fsrart:v:8:y:2010:i:1:p:161-175
    as

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    File URL: http://www.nbb.be/doc/oc/repec/fsrart/fsr_2010_en_161_175.pdf
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    References listed on IDEAS

    as
    1. Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael R King & Aviram Levy & Federico M Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," BIS Papers, Bank for International Settlements, number 48.
    2. Forte, Santiago & Peña, Juan Ignacio, 2009. "Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2013-2025, November.
    3. Michael R King, 2009. "Time to buy or just buying time? The market reaction to bank rescue packages," BIS Working Papers 288, Bank for International Settlements.
    4. Pierre Collin-Dufresn & Robert S. Goldstein & J. Spencer Martin, 2001. "The Determinants of Credit Spread Changes," Journal of Finance, American Finance Association, vol. 56(6), pages 2177-2207, December.
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