Results 261 to 270 of about 127,929 (302)
Some of the next articles are maybe not open access.

CREDIT RISK, CREDIT RATINGS, AND MUNICIPAL BOND YIELDS: A PANEL STUDY

National Tax Journal, 1991
This 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.
openaire   +1 more source

Do Bond Issuers Shop for Favorable Credit Ratings?

Management Science, 2020
This 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, 2017
Abstract 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, 2000
In 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, 2023
Mascia Bedendo   +2 more
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State General Obligation Bond Credit Ratings

Growth and Change, 1978
JEROME S. OSTERYOUNG, DALLAS R. BLEVINS
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Classification Using Optimization: Application to Credit Ratings of Bonds

2008
The 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
openaire   +1 more source

Zum Zusammenhang zwischen Bond-Credit Spreads und Ratings [PDF]

open access: possible, 2005
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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