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Assessing the effort of rating agencies in emerging economies: Some empirical evidence

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Author Info
Giovanni Ferri
Li-gang Liu

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Abstract

Credit rating agencies (RAs) help reduce information asymmetries between corporate issuers and investors. However, although information asymmetries are more severe in emerging than in developed countries, corporate ratings bestow lower information content in the former. This is a problem since deserving corporations that are based in emerging countries require that the suitable rating they receive by a major RA--indispensable for them to issue debt in developed capital markets--be a credible signal to investors. Among the possible explanations, it is conjectured that this unsatisfactory situation might result from RAs not investing enough in collecting information on emerging countries’ corporations. Here, an indicator is used of RAs’ effort to gather information and test econometrically whether--controlling for both sovereign ratings and the corporate performance indicators used by RAs--higher effort affects corporate ratings. A negative relationship between RAs’ effort and corporate ratings is found in developed countries whereas the relationship is positive in emerging countries. While the result for developed countries is coherent with the hypothesis that RAs raise their effort vis-à-vis problematic corporations, the result for emerging countries is inconsistent with such hypothesis. This evidence suggests that inducing RAs to raise their effort is desirable for corporations in emerging countries.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal The European Journal of Finance.

Volume (Year): 11 (2005)
Issue (Month): 3 (June)
Pages: 283-295
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Handle: RePEc:taf:eurjfi:v:11:y:2005:i:3:p:283-295

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Related research
Keywords: Credit risk; sovereign risk; corporate credit ratings;

References listed on IDEAS
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  1. Millon, Marcia H & Thakor, Anjan V, 1985. " Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies," Journal of Finance, American Finance Association, vol. 40(5), pages 1403-22, December. [Downloadable!] (restricted)
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  2. Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer & Robert W. Vishny, 1996. "Law and Finance," NBER Working Papers 5661, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Richard Cantor & Frank Packer, 1994. "The credit rating industry," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 1-26.
  4. Amadou N. R. Sy, 2001. "Emerging Market Bond Spreads and Sovereign Credit Ratings: Reconciling Market Views with Economic Fundamentals," IMF Working Papers 01/165, International Monetary Fund. [Downloadable!]
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  5. Ferri, Giovanni & Liu, Li-Gang & Majnoni, Giovanni, 2001. "The role of rating agency assessments in less developed countries: Impact of the proposed Basel guidelines," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 115-148, January. [Downloadable!] (restricted)
  6. Lawrence J. White, 2001. "The Credit Rating Industry: An Industrial Organization Analysis," Working Papers 01-02, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
  7. Bongini, Paola & Laeven, Luc & Majnoni, Giovanni, 2002. "How good is the market at assessing bank fragility? A horse race between different indicators," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 1011-1028, May. [Downloadable!] (restricted)
  8. Akerlof, George A, 1970. "The Market for 'Lemons': Quality Uncertainty and the Market Mechanism," The Quarterly Journal of Economics, MIT Press, vol. 84(3), pages 488-500, August. [Downloadable!] (restricted)
  9. Giovanni Ferri & Li-Gang Liu, 2003. "How Do Global Credit-Rating Agencies Rate Firms from Developing Countries?," Asian Economic Papers, MIT Press, vol. 2(3), pages 30-56. [Downloadable!] (restricted)
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