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Statistical Models of Bond Ratings: A Methodological Inquiry

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Kaplan, Robert S
Urwitz, Gabriel
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Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 52 (1979)
Issue (Month): 2 (April)
Pages: 231-61
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Handle: RePEc:ucp:jnlbus:v:52:y:1979:i:2:p:231-61

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  1. Soest, A.H.O. van & Peresetsky, A.A. & Karminsky, A.M., 2003. "An analysis of ratings of Russian banks," Discussion Paper 85, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Michael Doumpos & Fotios Pasiouras, 2005. "Developing and Testing Models for Replicating Credit Ratings: A Multicriteria Approach," Computational Economics, Springer, vol. 25(4), pages 327-341, June. [Downloadable!] (restricted)
  3. Fotios Pasiouras & Chrysovalantis Gaganis & Michael Doumpos, 2007. "A multicriteria discrimination approach for the credit rating of Asian banks," Annals of Finance, Springer, vol. 3(3), pages 351-367, July. [Downloadable!] (restricted)
  4. Leon G. Shilton & James R. Webb, 1989. "Commercial Loan Underwriting and Option Valuation," Journal of Real Estate Research, American Real Estate Society, vol. 4(1), pages 1-12. [Downloadable!]
  5. Hark-Ppin Yhim & Khondkar E. Karim & Robert W. Rutledge, 2003. "The association between disclosure level and information quality: voluntary management earnings forecasts," Applied Financial Economics, Taylor and Francis Journals, vol. 13(9), pages 677-692, September. [Downloadable!] (restricted)
  6. Nikolaev, Valeri & Lent, Laurence van, 2005. "The endogeneity bias in the relation between cost-of-debt capital and corporate disclosure policy," Discussion Paper 67, Tilburg University, Center for Economic Research. [Downloadable!]
  7. Peresetsky , Anatoly & Karminsky, Alexander, 2008. "Models for Moody’s bank ratings," BOFIT Discussion Papers 17/2008, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  8. Leon G. Shilton & John Teall, 1994. "Option-Based Prediction of Commercial Mortgage Defaults," Journal of Real Estate Research, American Real Estate Society, vol. 9(2), pages 219-236. [Downloadable!]
  9. F. Voulgaris & D. Asteriou & G. Agiomirgianakis, 2004. "Size and Determinants of Capital Structure in the Greek Manufacturing Sector," International Review of Applied Economics, Taylor and Francis Journals, vol. 18(2), pages 247-262, April. [Downloadable!] (restricted)
  10. Christophe Godlewski, 2004. "Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies ?," Finance 0409023, EconWPA. [Downloadable!]
  11. Fotios Pasiouras & Chrysovalantis Gaganis & Constantin Zopounidis, 2006. "The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis," Review of Quantitative Finance and Accounting, Springer, vol. 27(4), pages 403-438, December. [Downloadable!] (restricted)
  12. John Y. Campbell & Jens Hilscher & Jan Szilagyi, 2006. "In Search of Distress Risk," NBER Working Papers 12362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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