Results 21 to 30 of about 14,136 (264)
Pengaruh Kinerja Keuangan Bank Terhadap Rating Obligasi Bank Di Indonesia
Jurnal Manajemen Teori dan Terapan, 2016 This research was conducted to provide empirical evidence about the effect of bank’s financial performance using CAMEL ratios (CAR, NPL, BMPK, BOPO, LDR), and SIZE as control variable toward bank’s bond rating in Indonesia from 2005 to 2009.
Theofilus Steven Susanto +2 more
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Organum, 2018 This study aims to analyze the effect of Debt to Equity Ratio (DER), Capital Adequacy Ratio (CAR) and Return on Equity (ROE) both partially and simultaneously to bank bond ratings.
Debora Tri Oktarina Phety
doaj +1 more source
Semiparametric Estimation of a Corporate Bond Rating Model
Econometrics, 2021 This paper investigates the incentive of credit rating agencies (CRAs) to bias ratings using a semiparametric, ordered-response model. The proposed model explicitly takes conflicts of interest into account and allows the ratings to depend flexibly on ...
Yixiao Jiang
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Does credit rating agency reputation matter in China's local government bond market?
PLoS ONE, 2022 All issuers in China's local government bond market, which is nascent but growing rapidly, have the same AAA ratings. However, we provide evidence that the credit rating agency's reputation can certify differences in ratings' reliability and further ...
Changqian Xie, Rubi Ahmad, Eric H Y Koh
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Split bond ratings and rating migration
Journal of Banking & Finance, 2008 Abstract This paper examines the relationships between split ratings and ratings migration. We find that bonds with split ratings are more likely to have future rating changes. A one-notch (more-than-one-notch) split rating increases the probability of rating change within one year of initial issuance by about 3% (6%). Furthermore, we find that about
University of Florida and Erasmus University, P.O. Box 117168, Gainesville, FL 32611-7168, United States ( host institution ) +3 more
openaire +2 more sources
Jurnal Manajemen Teori dan Terapan, 2010 The aim of this research is to know the prediction of debt policy, profitability, liquidity, size, and firm’s status on bond rating, and to find the accuracy rate for classifying companies that have investment grade of bond rating and non investment ...
Bram Hadianto, M. Sienly Veronica Wijaya
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The cross-section of Chinese corporate bond returns
Journal of Finance and Data Science, 2023 We study the relation between bond characteristics and corporate bond returns in China's two distinct and segmented bond markets—the interbank market and the exchange market—with a large cross-sectional dataset of 8318 corporate bonds from January 2010 ...
Xiaoyan Zhang, Zijian Zhang
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Jurnal Studi Manajemen Organisasi, 2014 Basically the value of inflation affect bond’s yield. When inflation was increase , so that bond’s yield will increase as well. However, in 2010 increase of inflation were followed by decrease of bond’s yield. In 2011, when BI rate was increase, also was
Tiyas Ardian Saputra +1 more
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Pengaruh Manajemen Laba terhadap Peringkat Obligasi pada Saat Emisi
Jurnal Maksipreneur: Manajemen, Koperasi, dan Entrepreneurship, 2014 This study was conducted to prove empirically the earnings management practices related to its influence on the bond rating. The data of this study were 36 companies that issued bonds listed on Valuation, published in 2010-2012.
Tri Wahyudi, Bambang Sugeng Dwiyanto
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Exchange Rates and Long‐Term Bonds* [PDF]
The Scandinavian Journal of Economics, 2012 AbstractThere is tentative evidence to suggest that the well‐documented empirical failure of uncovered interest parity (UIP) is confined to short‐term interest rates. However, tests of UIP for long‐term bonds are thwarted by various data problems. These data problems can be avoided by focusing on short investments in long‐term bonds.
Alexius, Annika, Sellin, Peter
openaire +4 more sources