Results 261 to 270 of about 127,929 (302)
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CREDIT RISK, CREDIT RATINGS, AND MUNICIPAL BOND YIELDS: A PANEL STUDY
National Tax Journal, 1991This paper uses a panel data set of general obligation bond issues to examine the channels through which a municipality's credit quality affects its borrowing rate.
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Do Bond Issuers Shop for Favorable Credit Ratings?
Management Science, 2020This paper provides evidence of ratings shopping in the corporate bond market. By estimating systematic differences in agencies’ biases about any given firm’s bonds, I show that new bonds are more likely to be rated by agencies that are positively biased toward the firm—a pattern that is strongest among bonds that have only one rating.
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Do bond credit ratings lead to excess comovement?
Journal of Banking & Finance, 2017Abstract We investigate whether non-fundamental comovement results from investors using credit ratings to group assets into different “styles”. We find that bonds that join a new rating class start comoving more with the bonds in this class, even when fundamental factors suggest otherwise.
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Estimating Credit Rating Transition Probabilities for Corporate Bonds
SSRN Electronic Journal, 2000In this paper we take the task of motivating and exhibiting the potential of conditioning on economywide state variables in improving the forecasting of the Credit Rating Transition Probability (CRTP) Matrix. The improvement in CRTP matrix forecasting accuracy by utilizing state variable information is significant, both statistically and economically ...
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Credit Ratings and Bond Volatility: Early Evidence from the Introduction of Credit Ratings
SSRN Electronic Journal, 2023Mascia Bedendo +2 more
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State General Obligation Bond Credit Ratings
Growth and Change, 1978JEROME S. OSTERYOUNG, DALLAS R. BLEVINS
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Classification Using Optimization: Application to Credit Ratings of Bonds
2008The classification approach, previously considered in credit card scoring, is extended to multi class classification in application to credit rating of bonds. The classification problem is formulated as minimization of a penalty constructed with quadratic separating functions.
Vladimir Bugera +2 more
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Visible Light-Driven Radical-Mediated C–C Bond Cleavage/Functionalization in Organic Synthesis
Chemical Reviews, 2021Jia-Rong Chen, Wen-Jing Xiao
exaly
Zum Zusammenhang zwischen Bond-Credit Spreads und Ratings [PDF]
Ziel der vorliegenden Arbeit ist eine empirische Analyse des Zusammenhangs zwischen Bond-Credit Spreads und Ratings. Anhand US- amerikanischer Unternehmensanleihen soll untersucht werden, welche Zusammenhänge an den Maerkten zu beobachten sind, welchen Veränderungen diese im Zeitablauf unterliegen und wie sich Ratingveraenderungen auf Spreads auswirken.
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