Do S&P's Corporate Ratings Reflect Credit Shocks?
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|Date of creation:||24 Aug 2009|
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- Yuliya Demyanyk & Otto Van Hemert, 2011.
"Understanding the Subprime Mortgage Crisis,"
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- Merton, Robert C, 1974.
"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
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American Finance Association, vol. 29(2), pages 449-70, May.
- Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Martin Hellwig, 2009.
"Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis,"
Springer, vol. 157(2), pages 129-207, June.
- Martin Hellwig, 2008. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2008_43, Max Planck Institute for Research on Collective Goods.
- Sreedhar T. Bharath & Tyler Shumway, 2008. "Forecasting Default with the Merton Distance to Default Model," Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1339-1369, May.
- 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.
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