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Citations for "Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation"

by Vasiliki Skreta & Laura Veldkamp

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  1. Bongaerts, Dion, 2014. "Alternatives for issuer-paid credit rating agencies," Working Paper Series 1703, European Central Bank.
  2. Gwion Williams & Rasha Alsakka & Owain ap Gwilym, 2013. "The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis," Working Papers 13007, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  3. Sivan Frenkel, 2015. "Repeated Interaction and Rating Inflation: A Model of Double Reputation," American Economic Journal: Microeconomics, American Economic Association, vol. 7(1), pages 250-80, February.
  4. Didier Sornette & Ryan Woodard, 2009. "Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis," Papers 0905.0220, arXiv.org.
  5. Rezende, Marcelo, 2014. "The Effects of Bank Charter Switching on Supervisory Ratings," Finance and Economics Discussion Series 2014-20, Board of Governors of the Federal Reserve System (U.S.).
  6. Natalia Kovrijnykh & Anil Kashyap, 2013. "Who Should Pay for Credit Ratings and How?," 2013 Meeting Papers 1125, Society for Economic Dynamics.
  7. Chollete, Loran & Ning, Cathy, 2010. "Asymmetric Dependence in US Financial Risk Factors?," UiS Working Papers in Economics and Finance 2011/2, University of Stavanger.
  8. Efraim Benmelech & Jennifer Dlugosz, 2010. "The Credit Rating Crisis," NBER Chapters, in: NBER Macroeconomics Annual 2009, Volume 24, pages 161-207 National Bureau of Economic Research, Inc.
  9. Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit rating industry: A helicopter tour of stylized facts and recent theories," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 643-651.
  10. Bo Becker & Todd Milbourn, 2010. "How did increased competition affect credit ratings?," NBER Working Papers 16404, National Bureau of Economic Research, Inc.
  11. Graafland, J.J., 2009. "Calvin's Restrictions on Interest : Guidelines for the Credit Crisis," Discussion Paper 2009-90, Tilburg University, Center for Economic Research.
  12. Alsakka, Rasha & ap Gwilym, Owain & Vu, Tuyet Nhung, 2014. "The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 235-257.
  13. Lawrence J. White, 2010. "Markets: The Credit Rating Agencies," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 211-26, Spring.
  14. Emilia Klepczarek, 2015. "The Credibility of Credit Ratings," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 7(3), pages 33-38, September.
  15. Matthias Efing, 2013. "Bank Capital Regulation with an Opportunistic Rating Agency," CESifo Working Paper Series 4267, CESifo Group Munich.
  16. Bojinov, Bojidar, 2014. "Causes of banking crises in modern world," MPRA Paper 56034, University Library of Munich, Germany.
  17. Theurl, Theresia & Schaetzle, Dominik, 2011. "Ratingagenturen in der Kritik: Eine Analyse der Reformforderungen und -vorschläge," Arbeitspapiere 116, Westfälsche Wilhelms-Universität Münster (WWU), Institut für Genossenschaftswesen.
  18. José Jorge, 2016. "Sovereign Ratings and Investor Behavior," CEF.UP Working Papers 1601, Universidade do Porto, Faculdade de Economia do Porto.
  19. Goldstein, Adam & Fligstein, Neil, 2010. "The Rise and Fall of the Nonconventional Mortgage Industry," Institute for Research on Labor and Employment, Working Paper Series qt1dm808j6, Institute of Industrial Relations, UC Berkeley.
  20. Efing, Matthias, 2015. "Arbitraging the Basel securitization framework: Evidence from German ABS investment," Discussion Papers 40/2015, Deutsche Bundesbank, Research Centre.
  21. Milidonis, Andreas, 2013. "Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3716-3732.
  22. Lawrence J. White, 2013. "Credit Rating Agencies: An Overview," Working Papers 13-10, New York University, Leonard N. Stern School of Business, Department of Economics.
  23. Manso, Gustavo, 2013. "Feedback effects of credit ratings," Journal of Financial Economics, Elsevier, vol. 109(2), pages 535-548.
  24. Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2011. "International diversification: A copula approach," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 403-417, February.
  25. Raphie Hayat & Frank Butter & Udo Kock, 2013. "Halal Certification for Financial Products: A Transaction Cost Perspective," Journal of Business Ethics, Springer, vol. 117(3), pages 601-613, October.
  26. Mählmann, Thomas, 2012. "Did investors outsource their risk analysis to rating agencies? Evidence from ABS-CDOs," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1478-1491.
  27. Mariano, Beatriz, 2012. "Market power and reputational concerns in the ratings industry," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1616-1626.
  28. Dion Bongaerts & K. J. Martijn Cremers & William N. Goetzmann, 2012. "Tiebreaker: Certification and Multiple Credit Ratings," Journal of Finance, American Finance Association, vol. 67(1), pages 113-152, 02.
  29. David Luttrell & Harvey Rosenblum & Jackson Thies, 2012. "Understanding the risks inherent in shadow banking: a primer and practical lessons learned," Staff Papers, Federal Reserve Bank of Dallas, issue Nov.
  30. Jeon, Doh-Shin & Lovo, Stefano, 2011. "Reputation as an Entry Barrier in the Credit Rating Industry," IDEI Working Papers 675, Institut d'Économie Industrielle (IDEI), Toulouse, revised 25 May 2012.
  31. Gustavo Manso, 2011. "Feedback Effects of Credit Ratings," 2011 Meeting Papers 1338, Society for Economic Dynamics.
  32. Bo Becker & Marcus Opp, 2013. "Regulatory reform and risk-taking: replacing ratings," NBER Working Papers 19257, National Bureau of Economic Research, Inc.
  33. Zagonov, Maxim, 2011. "Securitization and bank intermediation function," MPRA Paper 34961, University Library of Munich, Germany, revised Sep 2011.
  34. Bar-Isaac, Heski & Shapiro, Joel, 2013. "Ratings quality over the business cycle," Journal of Financial Economics, Elsevier, vol. 108(1), pages 62-78.
  35. Opp, Christian C. & Opp, Marcus M. & Harris, Milton, 2013. "Rating agencies in the face of regulation," Journal of Financial Economics, Elsevier, vol. 108(1), pages 46-61.
  36. Ashcraft, A. & Goldsmith-Pinkham, P. & Vickery, J., 2010. "MBS Ratings and the Mortgage Credit Boom," Discussion Paper 2010-89S, Tilburg University, Center for Economic Research.
  37. Holden, Steinar & Natvig, Gisle James & Vigier, Adrien, 2012. "An Equilibrium Model of Credit Rating Agencies," Memorandum 01/2013, Oslo University, Department of Economics.
  38. Graafland, J.J. & van de Ven, B.W., 2011. "The Credit Crisis and The Moral Responsibility of Professionals in Finance," Discussion Paper 2011-048, Tilburg University, Center for Economic Research.
  39. Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2015. "Rating Agencies And Information Efficiency: Do Multiple Credit Ratings Pay Off?," Working Papers on Finance 1505, University of St. Gallen, School of Finance.
  40. Ponce, Jorge, 2012. "The quality of credit ratings: A two-sided market perspective," Economic Systems, Elsevier, vol. 36(2), pages 294-306.
  41. Jonathan Chiu & Thorsten Koeppl, 2014. "Livin' on the Edge with Ratings: Liquidity, Efficiency and Stability," Working Papers 1335, Queen's University, Department of Economics.
  42. D. Sornette & R. Woodard, . "Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis," Working Papers CCSS-09-003, ETH Zurich, Chair of Systems Design.
  43. Erik R. Fasten & Dirk Hofmann, 2010. "Two-sided Certification: The market for Rating Agencies," SFB 649 Discussion Papers SFB649DP2010-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  44. Gabriela Kuvikova, 2015. "Credit Ratings and Their Information Value: Evidence from the Recent Financial Crisis," CERGE-EI Working Papers wp544, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  45. Rossen Valkanov & Andra Ghent, 2014. "Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors," 2014 Meeting Papers 104, Society for Economic Dynamics.
  46. Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories," IDEI Working Papers 762, Institut d'Économie Industrielle (IDEI), Toulouse.
  47. Chen, Zhihua & Lookman, Aziz & Schürhoff, Norman & Seppi, Duane J, 2012. "Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition," CEPR Discussion Papers 9108, C.E.P.R. Discussion Papers.
  48. Steven Scalet & Thomas Kelly, 2012. "The Ethics of Credit Rating Agencies: What Happened and the Way Forward," Journal of Business Ethics, Springer, vol. 111(4), pages 477-490, December.
  49. Heski Bar-Isaac & Joel Shapiro, 2011. "Credit Ratings Accuracy and Analyst Incentives," American Economic Review, American Economic Association, vol. 101(3), pages 120-24, May.
  50. Xia, Han, 2014. "Can investor-paid credit rating agencies improve the information quality of issuer-paid rating agencies?," Journal of Financial Economics, Elsevier, vol. 111(2), pages 450-468.
  51. John M. Griffin & Dragon Yongjun Tang, 2011. "Did Credit Rating Agencies Make Unbiased Assumptions on CDOs?," American Economic Review, American Economic Association, vol. 101(3), pages 125-30, May.
  52. Paul J.J Welfens, 2010. "Rating, Kapitalmarktsignale und Risikomanagement: Reformansätze nach der Transatlantischen Bankenkrise," EIIW Discussion paper disbei175, Universitätsbibliothek Wuppertal, University Library.
  53. Paul Welfens, 2010. "Transatlantic banking crisis: analysis, rating, policy issues," International Economics and Economic Policy, Springer, vol. 7(1), pages 3-48, May.
  54. Hau, Harald & Langfield, Sam & Marqués Ibañez, David, 2012. "Bank ratings: What determines their quality?," CEPR Discussion Papers 9171, C.E.P.R. Discussion Papers.
  55. Yu-Li Huang & Chung-Hua Shen, 2015. "The Sovereign Effect on Bank Credit Ratings," Journal of Financial Services Research, Springer, vol. 47(3), pages 341-379, June.
  56. Jeon, Doh-Shin & Lovo, Stefano, 2011. "Reputation as an Entry Barrier in the Credit Rating Industry," TSE Working Papers 11-235, Toulouse School of Economics (TSE), revised 25 May 2012.
  57. Bouvard, Matthieu & Levy, Raphael, 2013. "Two-sided reputation in certification markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 446, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  58. Levitin, Adam & Wachter, Susan, 2012. "Explaining the Housing Bubble," MPRA Paper 41920, University Library of Munich, Germany.
  59. Stolper, Anno, 2009. "Regulation of credit rating agencies," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1266-1273, July.
  60. Viral V. Acharya & Matthew Richardson, 2012. "Implications of the Dodd-Frank Act," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 1-38, October.
  61. Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2012. "International diversification: An extreme value approach," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 871-885.
  62. Efing, Matthias & Hau, Harald, 2015. "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, vol. 116(1), pages 46-60.
  63. Doherty, Neil A. & Kartasheva, Anastasia V. & Phillips, Richard D., 2012. "Information effect of entry into credit ratings market: The case of insurers' ratings," Journal of Financial Economics, Elsevier, vol. 106(2), pages 308-330.
  64. Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2013. "Ratings based capital adequacy for securitizations," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5236-5247.
  65. Andreas Freytag & Martin Zenker, 2012. "The Credit Rating Market - Options for Appropriate Regulation," Global Financial Markets Working Paper Series 2012-39, Friedrich-Schiller-University Jena.
  66. Ozerturk, Saltuk, 2014. "Ratings as regulatory stamps," Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 17-29.
  67. Javed I. Ahmed, 2014. "Competition in Lending and Credit Ratings," Working Papers 14-01, Office of Financial Research, US Department of the Treasury.
  68. Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories," TSE Working Papers 13-376, Toulouse School of Economics (TSE).
  69. Lugo, Stefano, 2014. "Discretionary ratings and the pricing of subprime mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 248-260.
  70. Chollete, Loran & Jaffee, Dwight, 2009. "Economic Implications of Extreme and Rare Events," UiS Working Papers in Economics and Finance 2009/32, University of Stavanger.
  71. Chen, Yongmin & Gu, Dingwei & Yao, Zhiyong, 2013. "Rating Inflation versus Deflation: On Procyclical Credit Ratings," MPRA Paper 51159, University Library of Munich, Germany.
  72. Lawrence J. White, 2009. "The Credit Rating Agencies: Understanding Their Central Role in the Subprime Debacle of 2007-2008," Working Papers 09-06, New York University, Leonard N. Stern School of Business, Department of Economics.
  73. Dimitrov, Valentin & Palia, Darius & Tang, Leo, 2015. "Impact of the Dodd-Frank act on credit ratings," Journal of Financial Economics, Elsevier, vol. 115(3), pages 505-520.
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