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The effects of international off-site surveillance on bank rating changes

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  • Jo-Hui Chen
  • Chih-Sean Chen

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  • Jo-Hui Chen & Chih-Sean Chen, 2011. "The effects of international off-site surveillance on bank rating changes," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(6), pages 1313-1329, October.
    • Handle: RePEc:spr:qualqt:v:45:y:2011:i:6:p:1313-1329
    DOI: 10.1007/s11135-010-9327-7
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    References listed on IDEAS

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    2. Marshall E. Blume & Felix Lim & A. Craig MacKinlay, "undated". "The Declining Credit Quality of US Corporate Debt: Myth or Reality?," Rodney L. White Center for Financial Research Working Papers 3-98, Wharton School Rodney L. White Center for Financial Research.
    3. Luc Laeven, 2002. "Bank Risk and Deposit Insurance," The World Bank Economic Review, World Bank, vol. 16(1), pages 109-137, June.
    4. Joseph P. Ogden, 1987. "Determinants Of The Ratings And Yields On Corporate Bonds: Tests Of The Contingent Claims Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(4), pages 329-340, December.
    5. Brenda González-Hermosillo & Ceyla Pazarbaşioğlu & Robert Billings, 1997. "Determinants of Banking System Fragility: A Case Study of Mexico," IMF Staff Papers, Palgrave Macmillan, vol. 44(3), pages 295-314, September.
    6. repec:bla:jfinan:v:53:y:1998:i:4:p:1389-1413 is not listed on IDEAS
    7. Rebel Cole & Jeffery Gunther, 1998. "Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(2), pages 103-117, April.
    8. Marshall E. Blume & Felix Lim & A. Craig MacKinlay, "undated". "The Declining Credit Quality of US Corporate Debt: Myth or Reality?," Rodney L. White Center for Financial Research Working Papers 03-98, Wharton School Rodney L. White Center for Financial Research.
    9. Obeua S. Persons, 1999. "Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies," Multinational Finance Journal, Multinational Finance Journal, vol. 3(2), pages 127-145, June.
    10. Arturo Estrella & Sangkyun Park & Stavros Peristiani, 2000. "Capital ratios as predictors of bank failure," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 33-52.
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    12. Jo-Hui Chen, 2003. "Association between Credit Rating Changes and High-Tech M&A in Taiwan," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 8(3), pages 77-95, Fall.
    13. Richard E. Randall, 1993. "Lessons from New England bank failures," New England Economic Review, Federal Reserve Bank of Boston, issue May, pages 13-35.
    14. Brewer, Elijah, III, et al, 2003. "Does the Japanese Stock Market Price Bank-Risk? Evidence from Financial Firm Failures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(4), pages 507-543, August.
    15. Coleen C. Pantalone & Marjorie B. Platt, 1987. "Predicting commercial bank failure since deregulation," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 37-47.
    16. Cebula, Richard, 1992. "The Impact of Federal Deposit Insurance on Savings and Loan Failures," MPRA Paper 51540, University Library of Munich, Germany.
    17. Stella Cheung, 1996. "Provincial Credit Rating in Canada: An Ordered Probit Analysis," Staff Working Papers 96-6, Bank of Canada.
    18. Flannery, Mark J & Houston, Joel F, 1999. "The Value of a Government Monitor for U.S. Banking Firms," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(1), pages 14-34, February.
    19. Cudd, Mike & Duggal, Rakesh, 2000. "Industry Distributional Characteristics of Financial Ratios: An Acquisition Theory Application," The Financial Review, Eastern Finance Association, vol. 35(1), pages 105-120, February.
    20. Aloke Ghosh & Chi-Wen Jevons Lee, 2000. "Abnormal Returns and Expected Managerial Performance of Target Firms," Financial Management, Financial Management Association, vol. 29(1), Spring.
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    24. Jacqueline Khorassani, 2000. "An empirical study of depositor sensitivity to bank risk," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 24(1), pages 15-27, March.
    25. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2002. "Could a CAMELS downgrade model improve off-site surveillance?," Review, Federal Reserve Bank of St. Louis, vol. 84(Jan.), pages 47-63.
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