Rating model arbitrage in CDO markets: An empirical analysis
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Duan, Jin-Chuan & Van Laere, Elisabeth, 2012. "A public good approach to credit ratings – From concept to reality," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3239-3247.
- Lawrence J. White, 2013. "Credit Rating Agencies: An Overview," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 93-122, November.
- Lawrence J. White, 2010. "Markets: The Credit Rating Agencies," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 211-226, Spring.
More about this item
KeywordsRating model arbitrage Collateralized Debt Obligations Asymmetric information;
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