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Do S&P's Corporate Ratings Reflect Credit Shocks?

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Author Info
Elsas, Ralf
Sabine, Mielert
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Paper provided by University of Munich, Munich School of Management in its series Discussion Papers in Business Administration with number 10979.

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Date of creation: 24 Aug 2009
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Handle: RePEc:lmu:msmdpa:10979

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Related research
Keywords: Credit Ratings; Validation; Rating Regulation;

Find related papers by JEL classification:
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Sreedhar T. Bharath & Tyler Shumway, 2008. "Forecasting Default with the Merton Distance to Default Model," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(3), pages 1339-1369, May. [Downloadable!] (restricted)
  2. Loffler, Gunter, 2005. "Avoiding the rating bounce: why rating agencies are slow to react to new information," Journal of Economic Behavior & Organization, Elsevier, vol. 56(3), pages 365-381, March. [Downloadable!] (restricted)
  3. Ang, James S & Patel, Kiritkumar A, 1975. "Bond Rating Methods: Comparison and Validation," Journal of Finance, American Finance Association, vol. 30(2), pages 631-40, May. [Downloadable!] (restricted)
  4. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-70, May. [Downloadable!] (restricted)
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This page was last updated on 2009-11-17.

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