Explaining credit rating differences between Japanese and U.S. agencies
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- repec:bla:joares:v:28:y:1990:i:1:p:25-48 is not listed on IDEAS
- Kaplan, Robert S & Urwitz, Gabriel, 1979. "Statistical Models of Bond Ratings: A Methodological Inquiry," The Journal of Business, University of Chicago Press, vol. 52(2), pages 231-261, April.
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- W. Carl Kester, 1991. "Japanese Corporate Governance And The Conservation Of Value In Financial Distress," Journal of Applied Corporate Finance, Morgan Stanley, vol. 4(2), pages 98-105.
- Pinkowitz, Lee & Williamson, Rohan, 2001. "Bank Power and Cash Holdings: Evidence from Japan," Review of Financial Studies, Society for Financial Studies, vol. 14(4), pages 1059-1082.
- Kang, Jun-Koo & Stulz, Rene M, 2000. "Do Banking Shocks Affect Borrowing Firm Performance? An Analysis of the Japanese Experience," The Journal of Business, University of Chicago Press, vol. 73(1), pages 1-23, January.
- Liu, Pu & Moore, William T, 1987. "The Impact of Split Bond Ratings on Risk Premia," The Financial Review, Eastern Finance Association, vol. 22(1), pages 71-85, February.
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- Estrella, Arturo, 1998. "A New Measure of Fit for Equations with Dichotomous Dependent Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 198-205, April.
- Arturo Estrella, 1997. "A new measure of fit for equations with dichotomous dependent variables," Research Paper 9716, Federal Reserve Bank of New York.
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