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Citations for "The credit rating industry"

by Richard Cantor & Frank Packer

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Cited by (explanations, 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. Andrea Sironi, 2000. "Testing for market discipline in the European banking industry: evidence from subordinated debt issues," Finance and Economics Discussion Series 2000-40, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  2. Yusuf Jafry & Til Schuermann, 2003. "Metrics for Comparing Credit Migration Matrices," Center for Financial Institutions Working Papers 03-09, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  3. David Brookfield, Phillip Ormrod, 2000. "Credit agency regulation and the impact of credit ratings in the international bond market," European Journal of Finance, Taylor and Francis Journals, vol. 6(4), pages 311-331, December. [Downloadable!] (restricted)
  4. Patrick Van Roy, 2005. "Credit ratings and the standardised approach to credit risk in Basel II," Finance 0509014, EconWPA. [Downloadable!]
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  5. Alan D. Morrison, 2004. "Life Insurance: Regulation as Contract Enforcement," OFRC Working Papers Series 2004fe09, Oxford Financial Research Centre. [Downloadable!]
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  6. Galati, Davide & Sitzia, Bruno, 2000. "Sovereign bond ratings and market spreads. a dynamic panel analysis," MPRA Paper 8984, University Library of Munich, Germany. [Downloadable!]
  7. Arie Melnik & Doron Nissim, 2003. "Debt issue costs and issue characteristics in the Eurobond market," ICER Working Papers 09-2003, ICER - International Centre for Economic Research. [Downloadable!]
  8. Lawrence White, 2005. "Good Intentions Gone Awry: A Policy Analysis of the SEC's Regulation of the Bond Rating Industry," Working Papers 05-16, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
  9. Andrea Sironi, 2001. "Testing for market discipline in the European banking industry: evidence from subordinated debt issues," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 366-384.
  10. Ferri, Giovanni & Li-Gang Liu & Majnoni, Giovanni, 2000. "How the proposd Basel Guidelines on rating-agency assessments would affect developing countries," Policy Research Working Paper Series 2369, The World Bank. [Downloadable!]
  11. Christina E. Bannier & Marcel Tyrell, 2005. "Modelling the role of credit rating agencies - Do they spark off a virtuous circle?," Working Paper Series: Finance and Accounting 160, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  12. Giovanni Ferri & Li-gang Liu, 2005. "Assessing the effort of rating agencies in emerging economies: Some empirical evidence," European Journal of Finance, Taylor and Francis Journals, vol. 11(3), pages 283-295, June. [Downloadable!] (restricted)
  13. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, . "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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  14. Barry Eichengreen & Ashoka Mody, 1999. "Lending Booms, Reserves, and the Sustainability of Short-Term Debt: Inferences from the Pricing of Syndicated Bank Loans," NBER Working Papers 7113, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. John Ammer & Frank Packer, 2000. "How consistent are credit ratings? a geographic and sectoral analysis of default risk," International Finance Discussion Papers 668, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  16. Cheung, S., 1996. "Provincial Credit Rating in Canada: An Ordered Probit Analysis," Working Papers 96-6, Bank of Canada. [Downloadable!]
  17. Mattarocci, Gianluca, 2005. "Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating
    [The relevance of multi-rating in the world market]    ," MPRA Paper 4295, University Library of Munich, Germany, revised Mar 2005. [Downloadable!]
  18. Forster, Josef, 2008. "The Optimal Regulation of Credit Rating Agencies," Discussion Papers in Economics 5169, University of Munich, Department of Economics. [Downloadable!]
  19. Til Schuermann & Yusuf Jafry, 2003. "Measurement and Estimation of Credit Migration Matrices," Center for Financial Institutions Working Papers 03-08, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  20. Barry Eichengreen & Ashoka Mody, 1998. "What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?," NBER Working Papers 6408, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  21. Alan Morrison, 2000. "Credit Derivatives, Disintermediation and Investment Decisions," OFRC Working Papers Series 2001fe01, Oxford Financial Research Centre. [Downloadable!]
  22. Daniel M. Covitz & Paul Harrison, 2003. "Testing conflicts of interest at bond rating agencies with market anticipation: evidence that reputation incentives dominate," Finance and Economics Discussion Series 2003-68, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  23. Arnoud W. A. Boot & Todd T. Milbourn, 2002. "Credit Ratings as Coordination Mechanisms," William Davidson Institute Working Papers Series 457, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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  24. Arnoud W.A. Boot & Todd T. Milbourn, 2002. "Credit Ratings as Coordination Mechanisms," Tinbergen Institute Discussion Papers 02-058/2, Tinbergen Institute. [Downloadable!]
  25. Richard Cantor & Frank Packer, 1995. "Sovereign credit ratings," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Jun. [Downloadable!]
  26. Arie Melnik & Doron Nissim, 2004. "Liquidity and Issue Costs in Eurobond Market: The Effects of Market Integration," Money Macro and Finance (MMF) Research Group Conference 2004 48, Money Macro and Finance Research Group. [Downloadable!]
  27. João Fernandes, 2005. "Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation," Finance 0505013, EconWPA. [Downloadable!]
  28. Christophe Godlewski, 2004. "Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies ?," Finance 0409023, EconWPA. [Downloadable!]
  29. Donald P. Morgan, 1998. "Judging the risk of banks: what makes banks opaque?," Research Paper 9805, Federal Reserve Bank of New York. [Downloadable!]
  30. Pamela Nickell & William Perraudin & Simone Varotto, . "Stability of ratings transitions," Bank of England working papers 133, Bank of England. [Downloadable!]
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  31. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  32. Donald P. Morgan, 2000. "Rating risks: risk and uncertainty in an opaque industry," Staff Reports 105, Federal Reserve Bank of New York. [Downloadable!]
  33. Donald P. Morgan & Kevin J. Stiroh, 1999. "Bond market discipline of banks: is the market tough enough?," Staff Reports 95, Federal Reserve Bank of New York. [Downloadable!]
  34. Donald P. Morgan, 2002. "Rating Banks: Risk and Uncertainty in an Opaque Industry," American Economic Review, American Economic Association, vol. 92(4), pages 874-888, September. [Downloadable!]
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This page was last updated on 2009-11-10.

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